Consider a random variable X which, for a given k > 0, has the PDF A |x| (1 + x²)k fx(x) = (a) For what values of k and A is fx a valid PDF. (b) Indicate whether the expectation value E(X) for n = 1, 2, 3... is finite, infinite or does not exist.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
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Consider a random variable X which, for a given k > 0, has the PDF
A |x|
(1+x²)k
fx (x) =
(a) For what values of k and A is fx a valid PDF.
(b) Indicate whether the expectation value E(X") for n = 1,2,3... is finite, infinite or does not
exist.
Transcribed Image Text:Consider a random variable X which, for a given k > 0, has the PDF A |x| (1+x²)k fx (x) = (a) For what values of k and A is fx a valid PDF. (b) Indicate whether the expectation value E(X") for n = 1,2,3... is finite, infinite or does not exist.
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