How to Find EX and Var(X) for a Continuous Random Variable with Given P(X>x)?

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SUMMARY

This discussion focuses on calculating the expected value (E(X)) and variance (Var(X)) of a continuous random variable X, given the survival function P(X>x) = e^{-ax} for x ≤ 0, where a is a positive constant. The probability density function is derived as p(x) = -a e^{-ax}. The expected value is computed using the integral E(X) = -a ∫_x^0 x e^{-ax} dx, while the variance is calculated with Var(X) = -a ∫_x^0 (x - E(X))^2 e^{-ax} dx, which simplifies to -aE(X) ∫_x^0 x^2 e^{-ax} - E^2(X).

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Let X be a continuous random variable with

P(X>x)=e^-ax, x less/equal 0

Where a is a positive constant. Find EX and Var(x)
 
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If P(X> x)= e^{-ax}, x less than or equal to 0, then the probability density function is p(x)= -a e^{-ax}.

Now just use the definitions:
[tex]E(x)= -a \int_x^0 xe^{-ax}dx[/itex]<br /> and<br /> [tex]Var(x)= -a \int_x^0 (x- E(x))^2e^{-ax}dx= -aE(x)\int_x^0 x^2e^{-ax}- E^2(x)[/tex][/tex]
 

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