MATH105 April 2014
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Question 01 (k)

The random variable $X$ has probability density function
$f(x)=\left\{{\begin{array}{cc}0&{\text{if }}x<1,\\{\frac {3}{2}}x^{{\frac {5}{2}}}&{\text{if }}x\geq 1.\\\end{array}}\right.$
Find the expected value $\mathbb {E} (X)$ of the random variable $X$.

Make sure you understand the problem fully: What is the question asking you to do? Are there specific conditions or constraints that you should take note of? How will you know if your answer is correct from your work only? Can you rephrase the question in your own words in a way that makes sense to you?

If you are stuck, check the hints below. Read the first one and consider it for a while. Does it give you a new idea on how to approach the problem? If so, try it! If after a while you are still stuck, go for the next hint.

Hint 1

Use $\displaystyle \mathbb {E} (X)=\int _{\infty }^{\infty }xf(x)dx$.

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Solution

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${\begin{aligned}\mathbb {E} (X)&=\int _{\infty }^{\infty }xf(x)dx\\&=\int _{\infty }^{1}xf(x)dx+\int _{1}^{\infty }xf(x)dx\\&=\int _{\infty }^{1}0dx+\int _{1}^{\infty }x\cdot {\frac {3}{2}}x^{{\frac {5}{2}}}dx\\&=0+\int _{1}^{\infty }{\frac {3}{2}}x^{{\frac {3}{2}}}dx\\&=\lim _{b\rightarrow \infty }\int _{1}^{b}{\frac {3}{2}}x^{{\frac {3}{2}}}dx\\&=\lim _{b\rightarrow \infty }3x^{{\frac {1}{2}}}{\Big }_{1}^{b}\\&=\lim _{b\rightarrow \infty }3b^{{\frac {1}{2}}}(3(1)^{{\frac {1}{2}}})\\&=3.\\\end{aligned}}$

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