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Math Help - Expectation of exponential random variable.

  1. #1
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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. #2
    Grand Panjandrum
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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. #3
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    Thanks. Follow up question:

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