I need help on showing step by step. I got stuck when I am trying to find E(X) by integrating from (0 to infinity) and don't know where to go from then. Thank you!

Suppose X1, X2, . . . ,X1n are i.i.d. random variables with pdf p(&:) = e'm/Q for a: > O and 0 is a positive constant. 1 a 1. Show that X is an unbiased estimator for 9. 2. Show that X2 is a biased estimator for 62