Let X 1 ,X 2 be independent standard exponential r.v.s. we proved that the r.v. Y =
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Let X1,X2 be independent standard exponential r.v.’s. we proved that the r.v. Y = X1 −X2 has the two-sided exponential density f (x) = 1/2e−|x|. Find the m.g.f. and density of Y using the method of partial fractions we touched on in Section 2.2.
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Mx z and by property 1110 Mx2z 1 Then 1 1 MX1...View the full answer
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