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Math Help - Laplace Distribution

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    Laplace Distribution

    What is the distribution of the sum of n i.i.d. Laplace random variables?
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    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by h2osprey View Post
    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
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