Show that the characteristic function of Laplace distribution -ixl ƒ(x) = = 12e²¹x¹.. е 18
Show that the characteristic function of Laplace distribution -ixl ƒ(x) = = 12e²¹x¹.. е 18
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 29CR
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Transcribed Image Text:Show that the characteristic function of Laplace distribution
ƒ(x) = 1=1/√e ²¹x²₁
е
-
-∞0 < x < ∞
1
is
C (0)
=
1+0²
Find also the mean, the variance and mean deviation about the mean.
11.
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