1. Let f(x) = c(1- |r|)1|-1,1|(x). (a) Find the constant c that makes f a probability density function. (b) Compute E(X) and Var(X).

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
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3.5.8
Laplace Distribution
Definition 50
We will say that a random variable X has Laplace distribution if its density is given by
-이|피
Show that this equation
is a valid density.
f(1)
(3.15)
e
2
with 0 > 0. We will denote X ~ Laplace(0).
x is any real number
teta is any positive number
Show all necessary solutions.
1. Let f(r) = c(1– |2|)1|–1,1)(2x).
(a) Find the constant e that makes f a probability density function.
(b) Compute E(X) and Var(X).
2. Prove Proposition 40.
3. Prove Proposition 41.
Transcribed Image Text:3.5.8 Laplace Distribution Definition 50 We will say that a random variable X has Laplace distribution if its density is given by -이|피 Show that this equation is a valid density. f(1) (3.15) e 2 with 0 > 0. We will denote X ~ Laplace(0). x is any real number teta is any positive number Show all necessary solutions. 1. Let f(r) = c(1– |2|)1|–1,1)(2x). (a) Find the constant e that makes f a probability density function. (b) Compute E(X) and Var(X). 2. Prove Proposition 40. 3. Prove Proposition 41.
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