Also called the Double Exponential Distribution. It is the distribution of differences between two independent
variates with identical Exponential Distributions (Abramowitz and Stegun 1972,
p. 930).
(1) | |||
(2) |
(3) |
(4) |
The Moments can also be computed using the Characteristic Function,
(5) |
(6) |
(7) |
(8) |
(9) | |||
(10) | |||
(11) | |||
(12) |
References
Abramowitz, M. and Stegun, C. A. (Eds.).
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.
New York: Dover, 1972.
© 1996-9 Eric W. Weisstein