Let X 1 ,X 2 be independent standard exponential r.v.s. Show that the density of the r.v.
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Let X1,X2 be independent standard exponential r.v.’s. Show that the density of the r.v. X1−X2 is
Graph it. The distribution with this density is called two-sided exponential. Show also that the same f(x) is the density of the r.v. X equal to X1 or −X2 with equal probabilities.
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