n South African Statistical Journal - On a characteristic property of distributions related to the Laplace

Volume 53 Number 1
  • ISSN : 0038-271X


It is shown that the asymmetric Laplace distribution uniquely arises as the distribution of both a difference between independent positive random variables and of a random choice between those random variables, one of them having been given a negative sign. Related results on the positive half-line are also given.

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