Expectation of exponential random variable.

Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?

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Originally Posted by batman

Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?

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Write it out as an integral and try integration by parts

CB

Thanks. Follow up question:

Same but now X is Poisson distributed. Find an upper bound.