Determine the Laplace transform (hat{f}(s)) of the density of the Laplace distribution with parameters (lambda) and (mu):
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Determine the Laplace transform \(\hat{f}(s)\) of the density of the Laplace distribution with parameters \(\lambda\) and \(\mu\):
\[f(x)=\frac{1}{2} \lambda e^{-\lambda|x-\mu|}, \quad-\infty By means of \(\hat{f}(s)\) determine \(E(X), E\left(X^{2}\right)\), and \(\operatorname{Var}(X)\).
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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