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Thread: Expectation of exponential random variable.

  1. August 24th 2010, 02:20 AM #1
    batman
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    Expectation of exponential random variable.

    Suppose X is exponentially distributed with mean lambda. What is E[X*log(c+X)]?
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  2. August 24th 2010, 02:41 AM #2
    CaptainBlack
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    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
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  3. August 24th 2010, 03:03 AM #3
    batman
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    Thanks. Follow up question:

    Same but now X is Poisson distributed. Find an upper bound.
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« Straightforward PDF/CDF question | Transformation of the exponential distribution »

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