The density function of a random variable X is given by f (x) = c e|x|

Question:

The density function of a random variable X is given by f (x) = c ⋅ e−|x|

, −∞ < x < ∞, for a real constant c.

(i) Find the value of c and draw the graphs of the density function and the distribution function of the variable X.

(ii) Obtain the expectation ???? = E(X) and the variance Var(X).

(iii) Calculate the following moments of order three for the variable X:

E[X3], E[|X|3], E[(X − ????)3].

Step by Step Answer:

Related Book For  book-img-for-question

Introduction To Probability Volume 2

ISBN: 9781118123331

1st Edition

Authors: Narayanaswamy Balakrishnan, Markos V. Koutras, Konstadinos G. Politis

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