For a constant a > 0, a Laplace random variable X has PDF f_X(x) = a/2 e^{-a|x|}, -infinity < x < infinity. Calculate the MGF phi_X(s).

          For a constant a > 0, a Laplace random variable X has PDF

f_X(x) = a/2 e^{-a|x|}, -infinity < x < infinity.

Calculate the MGF phi_X(s).

Allan G. Bluman 9th Edition

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06/17/2022

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For a constant Laplace random variable X, the PDF f(x) = (1/2e^k) * e^(-|x|/k), where k > 0. Calculate the MGF Mx(s).

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