Exercise 2: Let X be a random density variable f(x) = { e−2θx if x ≥ 0 0 else Find θ so that f is a probability density. Determine the distribution function F of the variable X. Calculate the expectation and variance of X.
Exercise 2: Let X be a random density variable f(x) = { e−2θx if x ≥ 0 0 else Find θ so that f is a probability density. Determine the distribution function F of the variable X. Calculate the expectation and variance of X.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.2: Exponential Functions
Problem 58E
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Exercise 2:
Let X be a random density variable
f(x) = { e−2θx if x ≥ 0
0 else
- Find θ so that f is a probability density.
- Determine the distribution
function F of the variable X. - Calculate the expectation and variance of X.
- Let Y be the random variable defined by Y = θX. What is the law of Y?
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