Calculating E[x] for f(x)=e^-2|x| distribution in the reals (x e R)

  • Level: Graduate 
  • Thread starter Thread starter HappyN
  • Start date Start date
  • Tags Tags
    Expectation
Join the discussion
Registration is free. Start your own thread to ask a follow-up.
6 replies · 3K views
HappyN
Messages
16
Reaction score
0
I want to calculate E[x] of the following continuous distribution having density: f(x)=e^-2|x|
for x in the reals (x e R)

I did the calculation with integral bounds infinity and minus infinity, are these the right bounds to use since we are only told x e R?
I got 0 as the answer, can someone tell me if they get the same?
 
Physics news on Phys.org
Hi HappyN! :smile:

I'm guessing that you didn't adjust the integral for negative x to take account of the |x| :wink:

(it usually makes the integral negative if you forget)
 
do you mean my bounds are wrong?
i'm not quite sure of what you mean by adjusting the integral for negative x?
 
To calculate E[X] I did: ∫xf(x) dx (integral bounds between minus ∞ and ∞ - sorry don't know how to type it properly!)
using integration by parts, i got:
E[x]=[-x/2 e^-2|x|] + [1/4 e^-2|x|] (bounds evaluated between -∞ and ∞)
=(-∞/2 e^-2|∞|) - (∞/2 e^-2|∞|) + (-1/4 e^-2|∞| + 1/4 e^-2|∞|)
=-∞e^-2|∞|
which is 0?
therefore E[x]=0?
 
Hi HappyN! :smile:

(just got up :zzz: …)
HappyN said:
E[x]=[-x/2 e^-2|x|] + [1/4 e^-2|x|] (bounds evaluated between -∞ and ∞)

(try using the X2 icon just above the Reply box :wink:)

if x < 0, then eg d/dx e-2|x| = d|x|/dx d/d|x| e-2|x|

= (-1) -2e-2|x| …

the d|x|/dx makes everything negative for negative x ! :smile: