Question: 2. As defined in Exercise 16, Section 7.3, a random variable X is said to be Laplace, if its probability density function is given by

2. As defined in Exercise 16, Section 7.3, a random variable X is said to be Laplace, if its probability density function is given by

(x) = e

Let U and V be independent and identically distributed exponential random variables with λ = 1. Show that W = U − V is a Laplace random variable.
Hint: Show that for |t|

(x) = e

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