Consider the random variable X with the probability density function given by p(x) = a x e-Ax , x E...

Question

Consider the random variable X with the probability density function given by p(x) = a x e-Ax , x E [0, oo)
with A > 0. 1. Find a as a function A. 2. Find the expectation of X and also its variance. 3. Compute the characteristic function of X.

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Robert · Accepted Answer

Solution: 1.      Given that  
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  Answer
               2.

Consider the random variable X with the probability density function given by p(x) = a x e-Ax , x E [0, oo) with A > 0. 1. Find a as a function A. 2. Find the expectation of X and also its variance....

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