The density function of a random variable (xi) is [ p(x)=frac{1}{2 alpha} e^{-frac{|x-a|}{alpha}} ] (the Laplace distribution).

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The density function of a random variable $\xi$ is

\[ p(x)=\frac{1}{2 \alpha} e^{-\frac{|x-a|}{\alpha}} \]

(the Laplace distribution). Find $\mathbf{M}_{\xi}$ and $\mathbf{D \xi}$.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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Question Posted: May 06, 2024 04:02 AM

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The density function of a random variable (xi) is [ p(x)=frac{1}{2 alpha} e^{-frac{|x-a|}{alpha}} ] (the Laplace distribution).

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Theory Of Probability

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