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corny1355
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Homework Statement
The random variable X has a double-exponential distribution with parameter p>0 if its density is given by
f_x (x) = (1/2)e^(-p|x|) for all x.
Show that the expected value of X = 0.
Homework Equations
I know that the expected value of a random variable x is
∫ x * f(x) dx
The Attempt at a Solution
We are told that f_x (x) = (1/2)e^(-p|x|)
So I'm guessing you have to do the following integral going from 0 to infinity:
∫ x * (1/2)e^(-p|x|) dx
But I'm unsure about how to compute this integral.
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