Probability: Random Variable and Probability Density Function

Problem 1: A random variable X takes values between 0 and infinity with a probability density function
f(x) = A + Be^(-x) for 0 <= x <= infinity.
a) find A and B
b) find expected value of X
c) what is the median of X?

Solution Preview

a.)
because,
integration(0 to infinity)[f(x) dx] = 1 (total probability = 1)
=>integration(0 to infinity)[(A+B*exp(-x)) dx] = 1
=> A*x - B*exp(-x)|(0 to infinity) = 1
=> A = 0 ( because x value is from 0 to infinity, because of ...

Solution Summary

The expected value and median of a random variable are found. The full calculations are shown.

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