Question: The density function of a random variable (xi) is [ p(x)=frac{1}{2 alpha} e^{-frac{|x-a|}{alpha}} ] (the Laplace distribution). Find (mathbf{M}_{xi}) and (mathbf{D xi}).

 The density function of a random variable \(\xi\) is

\[ p(x)=\frac{1}{2 \alpha} e^{-\frac{|x-a|}{\alpha}} \]

(the Laplace distribution). Find \(\mathbf{M}_{\xi}\) and \(\mathbf{D \xi}\).

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