Could you help me with this question Thanks so much Let T be
Could you help me with this question? Thanks so much!
Let T be an exponential random variable with parameter ;let W be a random variable independent of T, which is±1 with probability 0.5 each; and let X =WT . Show that the density of X is
fX(x) =(/2)*e^(|x|)
which is called the double exponential density.
Solution
