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If Xis an exponential random variable with a mean 1, show that

E[Xk]=k!kk=1,2,

Short Answer

Expert verified

The statement has been proved true, i.e.

E(Xk)=k!k;k=1,2,...

Step by step solution

01

Given information.

Xis an exponentially distributed random variable with a mean1

02

Step 2. Defining X.

The probability density function of a random variable X is

f(x)=1ex/;x>0

03

Step 3. Calculation.

Transforming the above variable to Gamma distribution and finding the kthraw moment, we get-

E(Xk)=1(t)0xkex(x)t1dx=k(t)0ex(x)t+k1dx=k(t)(t+k);k=1,2,...

Putting t=1yields an exponential distribution, therefore, the final expression becomes

=k(1)(t+1)E(Xk)=k!k;k=1,2,...

which proves the required expression.

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Most popular questions from this chapter

A bus travels between the two cities A and B, which are 100miles apart. If the bus has a breakdown, the distance from the breakdown to city A has a uniform distribution over (0,100). There is a bus service station in city A, in B, and in the center of the route between A and B. It is suggested that it would be more efficient to have the three stations located 25,50,and75miles, respectively, from A. Do you agree? Why?

Find the distribution ofR=Asin, where Ais a fixed constant and is uniformly distributed on-2,2. Such a random variable Rarises in the theory of ballistics. If a projectile is fired from the origin at an angle from the earth with a speed, then the point Rat which it returns to the earth can be expressed asR=v2gsin2, where gis the gravitational constant, equal to 980centimeters per second squared.

The random variable Xhas the probability density function

f(x)=ax+bx20<x<10otherwise

If E[X]=6, find

(a) P{X<12}and

(b) Var(X).

(a)A fire station is to be located along a road of lengthA,A<. If fires occur at points uniformly chosen on(0,A), where should the station be located so as to minimize the expected distance from the fire? That is, choose a so as to

minimize EX-a

whenXis uniformly distributed over (0,A)

(b)Now suppose that the road is of infinite length鈥 stretching from point0 outward to. If the distance of fire from the point 0is exponentially distributed with rate, where should the fire station now be located? That is, we want to minimizeEX-a, where Xis now exponential with rate.

Suppose that the cumulative distribution function of the random variable Xis given by

F(x)=1ex2x>0

Evaluate (a)P[X>2];(b)P[1<X<3); (c) the hazard rate function of Fi(d)E[X]; (e)Var(X).

Hint: For parts (d)and (e), you might want to make use of the results of Theoretical Exercise 5.5.

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