Question: A Laplace random variable has a PDF /x(z) =D e-, where A>0 and the variance is o'[X] 2 Let X1,..., X500 be a sequence

A Laplace random variable has a PDF /x(z) =D e-, where A>0

A Laplace random variable has a PDF /x(z) =D e-, where A>0 and the variance is o'[X] 2 Let X1,..., X500 be a sequence of i.i.d. Laplace random variables. Let X1 +...+X500 M500 500 (a) Find E[X]. Express your answer in terms of A. (b) Let A = 10. Find, using Central Limit Theorem, the probability P[-0.1 < M500 < 0.1]

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