Skewness of a Laplace variable

Let XX have density f(x)=λ2eλxμf(x) = \dfrac{\lambda}{2}e^{-\lambda|x - \mu|} for real xx (a Laplace distribution with λ>0\lambda > 0). Compute its skewness E ⁣[(XμXσX)3]\mathbb{E}\!\left[\left(\dfrac{X - \mu_X}{\sigma_X}\right)^{3}\right].

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  1. Is ff symmetric about μ\mu? What does that imply for odd central moments?
  2. Symmetric \Rightarrow mean =μ=\mu and all odd central moments =0=0, so skewness =0=0.

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Asked at: Citadel, Two Sigma

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