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Tagged with laplace-distribution joint-distribution
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Sum of Independent Laplacian Variables
I have $N$ Independent Random variables Laplacian distributions with $\mu=0$ and positive $b=\sigma^2/2$. I also have dominant random variable $(X_s)$ with Laplacian distribution with $\mu=0$ and $b=\...
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Writing the likelihood function for a linear combination of Normal and Laplacian random variables [duplicate]
I am working on a probability problem to solidify my knowledge and running into some difficulty.
I have the following setup:
Let $W_{i}, W_{j}$ represent 2 i.i.d random variables, drawn from $N(0,1)$....
