Math Problem Statement

If the distribution function of x is f(x)= xe^{-x/\lambda} over the interval 0<x<\infty the mean value of x is

(a) λ

(b) 2λ

(c) \frac{\lambda}{2}

(d) 0

Solution

The given distribution function is:

f(x)=xex/λ,0<x<f(x) = x e^{-x/\lambda}, \quad 0 < x < \infty

To find the mean value of xx, denoted as x\langle x \rangle, we need to calculate the expected value of xx:

x=0xf(x)dx=0xxex/λdx\langle x \rangle = \int_0^\infty x f(x) \, dx = \int_0^\infty x \cdot x e^{-x/\lambda} \, dx

This simplifies to:

x=0x2ex/λdx\langle x \rangle = \int_0^\infty x^2 e^{-x/\lambda} \, dx

We can solve this using integration by parts or by using a known integral formula for gamma functions. The integral is of the form:

0xneaxdx=n!an+1for a>0\int_0^\infty x^n e^{-ax} \, dx = \frac{n!}{a^{n+1}} \quad \text{for } a > 0

In our case, n=2n = 2 and a=1λa = \frac{1}{\lambda}, so:

x=2!λ3=2λ3/λ2=2λ\langle x \rangle = 2! \cdot \lambda^3 = 2 \lambda^3 / \lambda^2 = 2 \lambda

Thus, the mean value of xx is x=2λ\langle x \rangle = 2 \lambda.

The correct answer is:

(b) 2λ2 \lambda

Would you like any further explanation or details on this process?

Here are 5 related questions you might explore next:

  1. How do you compute the variance of xx for this distribution?
  2. What is the normalization constant for this distribution function?
  3. Can you derive the cumulative distribution function (CDF) from the given PDF?
  4. What is the skewness of this distribution?
  5. How does the expected value change if f(x)f(x) is defined over a different interval?

Tip: When dealing with integrals involving exponential functions, the gamma function can often simplify calculations.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Probability Distribution
Expected Value
Gamma Function

Formulas

Expected Value: \langle x \rangle = \int_0^\infty x f(x) dx
Gamma Function: \int_0^\infty x^n e^{-ax} dx = \frac{n!}{a^{n+1}}

Theorems

Gamma Function Theorem
Expected Value Calculation

Suitable Grade Level

University Level - Statistics/Calculus