1. The problem statement, all variables and given/known data 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. 2. Relevant equations I know that the expected value of a random variable x is ∫ x * f(x) dx 3. 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.