关键词: Laplace distribution, posterior distribution for the Laplace mean, product of random variables, ratio of random variables

Abstract:

Two posterior distributions for the mean of the Laplace distribution are obtained by deriving the distributions of the product XY and the ratio X/Y when X and Y are Student's t and Laplace random variables distributed independently of each other. Tabulations of the associated percentage points are given along with computer programs for generating them.

Key words: Laplace distribution, posterior distribution for the Laplace mean, product of random variables, ratio of random variables