Results 1 to 3 of 3

Math Help - Expectation of exponential random variable.

  1. August 24th 2010, 03:20 AM #1
    batman
    batman is offline
    Junior Member
    Joined
    Oct 2008
    Posts
    61

    Expectation of exponential random variable.

    Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?
    Follow Math Help Forum on Facebook and Google+
  2. August 24th 2010, 03:41 AM #2
    CaptainBlack
    CaptainBlack is offline
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by batman View Post
    Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?
    Write it out as an integral and try integration by parts

    CB
    Follow Math Help Forum on Facebook and Google+
  3. August 24th 2010, 04:03 AM #3
    batman
    batman is offline
    Junior Member
    Joined
    Oct 2008
    Posts
    61
    Thanks. Follow up question:

    Same but now X is Poisson distributed. Find an upper bound.
    Follow Math Help Forum on Facebook and Google+
« Straightforward PDF/CDF question | Transformation of the exponential distribution »

Similar Math Help Forum Discussions

  1. Expectation of the logarithm of a normal random variable, E(ln(X))
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: September 28th 2011, 06:45 AM
  2. Expectation of Discrete Random Variable
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: February 24th 2011, 08:01 PM
  3. Random Variable Expectation
    Posted in the Statistics Forum
    Replies: 1
    Last Post: April 5th 2010, 03:08 PM
  4. Discrete Random Variable and Expectation
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: October 27th 2008, 01:10 PM
  5. binomial random variable Expectation
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: October 8th 2008, 08:39 PM

Search Tags


/mathhelpforum @mathhelpforum