Suppose that X follows an exponential distribution
?(?) = {??
-?? 0,, | ? ? > ≤ 0 0 |
And let’s assume random variable ? = 2? + 4 find the expected value of Y. (?[?])
Solution :
Given that, X follows an exponential distribution with parameter ?.
The probability density function of X is given by,
The expected value of X would be as follows :
Integrating by parts we get,
We have, Y = 2X + 4
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