The mean and variance of the Laplace distribution with probability density function f(x|μ, σ) = (1/2σ)exp(-|x-μ|/σ) are derived as follows:
1) By changing variables to u=x-μ and evaluating the integrals, the mean E[X] is shown to be equal to μ.
2) Similarly, by changing variables and using properties of expectations, the variance Var[X] is shown to be equal to 2σ2.
3) An alternative approach is to standardize the distribution by defining a new random variable Y=(X-μ)/σ. Working with the distribution of Y simplifies the calculations. This again leads
The mean and variance of the Laplace distribution with probability density function f(x|μ, σ) = (1/2σ)exp(-|x-μ|/σ) are derived as follows:
1) By changing variables to u=x-μ and evaluating the integrals, the mean E[X] is shown to be equal to μ.
2) Similarly, by changing variables and using properties of expectations, the variance Var[X] is shown to be equal to 2σ2.
3) An alternative approach is to standardize the distribution by defining a new random variable Y=(X-μ)/σ. Working with the distribution of Y simplifies the calculations. This again leads
The mean and variance of the Laplace distribution with probability density function f(x|μ, σ) = (1/2σ)exp(-|x-μ|/σ) are derived as follows:
1) By changing variables to u=x-μ and evaluating the integrals, the mean E[X] is shown to be equal to μ.
2) Similarly, by changing variables and using properties of expectations, the variance Var[X] is shown to be equal to 2σ2.
3) An alternative approach is to standardize the distribution by defining a new random variable Y=(X-μ)/σ. Working with the distribution of Y simplifies the calculations. This again leads
The mean and variance of the Laplace distribution with probability density function f(x|μ, σ) = (1/2σ)exp(-|x-μ|/σ) are derived as follows:
1) By changing variables to u=x-μ and evaluating the integrals, the mean E[X] is shown to be equal to μ.
2) Similarly, by changing variables and using properties of expectations, the variance Var[X] is shown to be equal to 2σ2.
3) An alternative approach is to standardize the distribution by defining a new random variable Y=(X-μ)/σ. Working with the distribution of Y simplifies the calculations. This again leads
[Algebra Essentials Practice Workbook with Answers Linear and Quadratic Equations Cross Multiplying and Systems of Equations Improve your Math Fluency Series] Chris McMullen - Algebra Essentials Practice Workbook with A.pdf
