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Help with the integral for the variance of the sample median of Laplace r.v.
When we draw $n$ samples of Laplace-distributed random variable such that $n=2k+1$ and the location parameter is zero, the median $x$ (or the $k$-th order statistic) has the following p.d.f.:
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2
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Convergence of a characteristic function
This is the last part of a three part problem on characteristic functions, and it's been driving me crazy over the last few days. Any help would be most appreciated.
$X_1,X_2, \ldots, X_n$ are ...
