Past Exam question?

Discussion in 'CT3' started by PrakharS, Oct 2, 2008.

  1. PrakharS

    PrakharS Member

    :( hi could anybody help me with this question i found in one the past question papers :


    f(x)= e^(x)/2 if x < 0
    = e^(-x)/2 if x>0

    Find E[|X|]

    i got 0 as answer but in the solutions it was given as 1....
     
  2. Cardano

    Cardano Member

    It can't be 0, because you are asked for the expectancy of the modulus of X, which is always >= 0. You have confused E(X) and E(|X|)
     
  3. Neetu Verma

    Neetu Verma Member

    E[x]=1/2intregate [limit -infinity to o] [(-x)e^x]
    +1/2 intregate [limit 0 to infinity][(x)e^(-x)]
    =1/2[{0+(1-0)}+{0-(0-1)}]
    =1/2[1+1]
    =1
     
    Last edited by a moderator: Oct 3, 2008
  4. MarkC

    MarkC Member

    I think that's the integral of the p.d.f. over (-inf'ty,inf'ty) - which will always be 1! < Comment no longer relevant.

    The expected value of |X| is
    Integral over (-inf'ty,inf'ty) of |x| f(x) dx ,​
    i.e.
    (1/2) * [ Integral over (-inf'ty,0) of (-x)e^x dx + Integral over (0,infty) of xe^(-x) dx ] .​
    This turns out to be 1 as well (both integrals are integrable by parts, for example - which is what's been done in the previous post).
     
    Last edited by a moderator: Oct 3, 2008

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