Random Variables, Density function

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July 2nd 2009, 11:04 AM
jschlarb

Random Variables, Density function

I have no idea how to approach the following problem:

Random Variable $X$ has density function

$f(x) = \left\{ \begin{array}{ll}<br /> ke^{-hx}, & x \geq 0 \\<br /> 0 & x<0 \end{array} \right.$

Find the value of $k$ and determine $E(x)$ .
July 2nd 2009, 11:38 AM
Random Variable

$f(x) = ke^{\text{-}hx}$ for $x \ge 0$

so $k \int_{0}^{\infty} e^{-hx} \ dx = 1$

and after you find k (which is in terms of h)

$E(X) = k \int^{\infty}_{0} xe^{-hx} \ dx$
July 2nd 2009, 04:30 PM
matheagle

This is an exponential density, which is a gamma with $\alpha=1$ and $\beta=h$ .
http://en.wikipedia.org/wiki/Exponential_distribution

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