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Question Number 148864 by jlewis last updated on 31/Jul/21

A random variable K has a pdf   f(k)={_(0      ,       otherwise) ^e^(−k   ,        0>k)      find E(K) and   the cdf

$$\mathrm{A}\:\mathrm{random}\:\mathrm{variable}\:\mathrm{K}\:\mathrm{has}\:\mathrm{a}\:\mathrm{pdf}\: \\ $$ $$\mathrm{f}\left(\mathrm{k}\right)=\left\{_{\mathrm{0}\:\:\:\:\:\:,\:\:\:\:\:\:\:\mathrm{otherwise}} ^{\mathrm{e}^{−\mathrm{k}\:\:\:,\:\:\:\:\:\:\:\:\mathrm{0}>\mathrm{k}} } \:\:\:\:\mathrm{find}\:\mathrm{E}\left(\mathrm{K}\right)\:\mathrm{and}\:\right. \\ $$ $$\mathrm{the}\:\mathrm{cdf} \\ $$

Answered by Olaf_Thorendsen last updated on 01/Aug/21

I suppose f(k) = e^(−k)  if k>0 otherwise  f is not a pdf.  ∫_(−∞) ^(+∞) f(x)dx = ∫_0 ^(+∞) e^(−x) dx = 1  E(K) = ∫_0 ^(+∞) xe^(−x) dx = [x(−e^(−x) )]_0 ^(+∞)   − ∫_0 ^(+∞) (−e^(−x) )dx = 1  E(K) =1  F(k) = ∫_0 ^k e^(−x) dx = 1−e^(−k)   F(k) =  { ((0 if k < 0)),((1−e^(−k)  if k ≥ 0)) :}

$$\mathrm{I}\:\mathrm{suppose}\:{f}\left({k}\right)\:=\:{e}^{−{k}} \:\mathrm{if}\:{k}>\mathrm{0}\:\mathrm{otherwise} \\ $$ $${f}\:\mathrm{is}\:\mathrm{not}\:\mathrm{a}\:\mathrm{pdf}. \\ $$ $$\int_{−\infty} ^{+\infty} {f}\left({x}\right){dx}\:=\:\int_{\mathrm{0}} ^{+\infty} {e}^{−{x}} {dx}\:=\:\mathrm{1} \\ $$ $$\mathrm{E}\left(\mathrm{K}\right)\:=\:\int_{\mathrm{0}} ^{+\infty} {xe}^{−{x}} {dx}\:=\:\left[{x}\left(−{e}^{−{x}} \right)\right]_{\mathrm{0}} ^{+\infty} \\ $$ $$−\:\int_{\mathrm{0}} ^{+\infty} \left(−{e}^{−{x}} \right){dx}\:=\:\mathrm{1} \\ $$ $$\mathrm{E}\left(\mathrm{K}\right)\:=\mathrm{1} \\ $$ $$\mathrm{F}\left({k}\right)\:=\:\int_{\mathrm{0}} ^{{k}} {e}^{−{x}} {dx}\:=\:\mathrm{1}−{e}^{−{k}} \\ $$ $$\mathrm{F}\left({k}\right)\:=\:\begin{cases}{\mathrm{0}\:\mathrm{if}\:{k}\:<\:\mathrm{0}}\\{\mathrm{1}−{e}^{−{k}} \:\mathrm{if}\:{k}\:\geqslant\:\mathrm{0}}\end{cases} \\ $$

Commented byjlewis last updated on 01/Aug/21

hello sir,from [x(−e^(−x) )]_0 ^(+∞)    I dont get  where x has gone, and is x a variable?

$$\mathrm{hello}\:\mathrm{sir},\mathrm{from}\:\left[\mathrm{x}\left(−\mathrm{e}^{−\mathrm{x}} \right)\right]_{\mathrm{0}} ^{+\infty} \:\:\:\mathrm{I}\:\mathrm{dont}\:\mathrm{get} \\ $$ $$\mathrm{where}\:\mathrm{x}\:\mathrm{has}\:\mathrm{gone},\:\mathrm{and}\:\mathrm{is}\:\mathrm{x}\:\mathrm{a}\:\mathrm{variable}? \\ $$

Commented byOlaf_Thorendsen last updated on 01/Aug/21

I noted the variable x, but you can  write instead of x : z, flower, Mickey or  Donald Trump sir, if you prefer.

$$\mathrm{I}\:\mathrm{noted}\:\mathrm{the}\:\mathrm{variable}\:{x},\:\mathrm{but}\:\mathrm{you}\:\mathrm{can} \\ $$ $$\mathrm{write}\:\mathrm{instead}\:\mathrm{of}\:{x}\::\:\mathrm{z},\:\mathrm{flower},\:\mathrm{Mickey}\:\mathrm{or} \\ $$ $$\mathrm{Donald}\:\mathrm{Trump}\:\mathrm{sir},\:\mathrm{if}\:\mathrm{you}\:\mathrm{prefer}. \\ $$

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