=+28.7. 1 If X and Y are independent and each has the exponential density e , then
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=+28.7. 1 If X and Y are independent and each has the exponential density e "", then X -Y has the double exponential density ge -IF (see the table on p. 348).
Show that its characteristic function is I +3 =exp f"(e"x- 1-ix) /xle-M dr.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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