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Let X and Y be i.i.d. Expo(1), and L = X - Y. The Laplace distribution has PDF f (a) = -exl 2 for all
Let X and Y be i.i.d. Expo(1), and L = X - Y. The Laplace distribution has PDF f (a) = -exl 2 for all real x. Use MGFs to show that the distribution of L is Laplace
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