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

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Discussion Overview

The discussion centers around calculating the expected value E[x] for the continuous distribution defined by the density function f(x) = e^-2|x| for x in the reals. Participants explore the integration process and the implications of the absolute value in the density function.

Discussion Character

  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant questions whether the integral bounds from negative infinity to positive infinity are appropriate given the definition of x in the reals.
  • Another participant suggests that the integral may need adjustment for negative x due to the absolute value in the density function.
  • A participant shares their full calculations for E[x], arriving at a result of 0, but expresses uncertainty about the validity of their approach.
  • One participant asserts that the symmetry of the distribution implies that E[x] should be 0.
  • Another participant provides a clarification regarding the differentiation of the absolute value function and its impact on the calculations for negative x.

Areas of Agreement / Disagreement

There is no consensus on the correctness of the calculations or the interpretation of the integral bounds. Multiple viewpoints regarding the treatment of negative x and the implications for the expected value remain present.

Contextual Notes

Participants have not resolved the potential issues related to the treatment of the absolute value in the density function, nor have they clarified the implications of their integration steps fully.

HappyN
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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?
 
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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?
 
Show us your full calculations. :smile:
 
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?
 
It should be obvious by symmetry that 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:
 

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