=+28.8. 1 Suppose X1, X2 ,... are independent and each has the double exponential density. Show that
Question:
=+28.8. 1 Suppose X1, X2 ,... are independent and each has the double exponential density. Show that 27- X ,. /n converges with probability 1. Show that the distribution of the sum is infinitely divisible and that its canonical measure has density |x|e -* /(1-e-(x) =C_|x|e-[x]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
Question Posted: