Results 1 to 3 of 3

Math Help - Expectation of an exponential

  1. #1
    Newbie
    Joined
    Feb 2010
    Posts
    2

    Expectation of an exponential

    Hi all,

    I'm new here - was hoping for some help with a simple (?) problem.

    If 'x' is a uniform random variable with mean 'y' (i.e. y = <x>) and 'a' is a constant, what is <exp(-a*x)>?

    Can this quantity be related to <x>?

    David
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by dcuccia View Post
    Hi all,

    I'm new here - was hoping for some help with a simple (?) problem.

    If 'x' is a uniform random variable with mean 'y' (i.e. y = <x>) and 'a' is a constant, what is <exp(-a*x)>?

    Can this quantity be related to <x>?

    David
    <g(X)> = \int_{- \infty}^{+ \infty} g(x) \cdot f(x) \, dx where f(x) is the pdf of X.
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Feb 2010
    Posts
    2
    Thanks!

    I've also learned that the particular case I was considering ( exp(-a*<x>) greater than <exp(-a*x)>) falls into a larger set of relations referred to as Jensen's Inequality.

    Lots to learn...can't believe I never grok'd this as a Physics major.

    Cheers,
    David
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 2
    Last Post: June 9th 2011, 10:54 AM
  2. Expectation of exponential random variable.
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: August 24th 2010, 04:03 AM
  3. expectation
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: March 6th 2010, 03:29 PM
  4. Expectation & Conditional Expectation
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: February 1st 2009, 11:42 AM
  5. Expectation
    Posted in the Statistics Forum
    Replies: 0
    Last Post: February 1st 2007, 07:42 PM

Search Tags


/mathhelpforum @mathhelpforum