# Laplace Distribution

• Mar 3rd 2010, 02:13 PM
h2osprey
Laplace Distribution
What is the distribution of the sum of $n$ i.i.d. Laplace random variables?
• Mar 3rd 2010, 02:36 PM
matheagle
Quote:

Originally Posted by h2osprey
What is the distribution of the sum of $n$ i.i.d. Laplace random variables?

write down your density and find the MGF if you can