Question: 6.21 Let Y be a random variable with density f(y) = C e|y| . Calculate C and show that the characteristic function of Y is

6.21 Let Y be a random variable with density f(y) = C e−|y|

.

Calculate C and show that the characteristic function of Y is

ϕY (t) = 1 1 + t2 .

State the name of the distribution with this characteristic function and densit?

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