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Sunday 6 May 2012

Laplacian Distribution

Consider the Laplacian Distribution whose PDF is Given by:

$$ f_X(x)=\frac{1}{2}\,e^{-|x|}\,\, {-\infty}<x<{\infty} $$

If Random Variable $Y$ is Defined as

$$ Y=|X|+|X-3| $$,  Find

$$ Pr(Y\geq 3) $$

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