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

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- Aug 24th 2010, 03:20 AMbatmanExpectation of exponential random variable.
Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?

- Aug 24th 2010, 03:41 AMCaptainBlack
- Aug 24th 2010, 04:03 AMbatman
Thanks. Follow up question:

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