Let W 1 and W 2 be independent with the extreme value density exp Show that V = W 1 – W 2 has the…

Let W1 and W2 be independent with the extreme value density exp

Show that V = W1 – W2 has the logistic density

Derive the variance and kurtosis of the logistic distribution from those of the extreme value distribution.

 

"Get 15% discount on your first 3 orders with us"
Use the following coupon
FIRST15

Order Now