Question: A generalized Laplace distribution has a density given by the formula f(x) = p1e1x if x 0 (1 p)2e2x otherwise, (9.45) where

A generalized Laplace distribution has a density given by the formula f(x) = pλ1e−λ1x if x ≥ 0

(1 − p)λ2eλ2x otherwise, (9.45)

where λ1 > 0,λ2 > 0. Generate two independent observations from a generalized Laplace distribution with p = 1/4,λ1 = 3, and λ2 = 1/2, based on a random sample 0.647921, 0.049055 from U[0, 1] distribution.

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