# Math Help - Expectation of exponential random variable.

1. ## Expectation of exponential random variable.

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

2. Originally Posted by batman
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

3. Thanks. Follow up question:

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