Pdf Moments Probability
1. **State the problem:**
Find the constant $c$ for the given PDF $f(x) = c x e^{-2x}, x > 0$, with total probability 1.
2. **Write the total probability condition:**
$$\int_0^{\infty} c x e^{-2x} dx = 1$$
3. **Calculate the integral:**
Using integration by parts or the gamma function formula,
$$\int_0^{\infty} x e^{-2x} dx = \frac{1}{2^2} = \frac{1}{4}$$
4. **Solve for $c$:**
Substitute:
$$c \times \frac{1}{4} = 1 \implies c = 4$$
5. **Find the harmonic mean (HM) of $X$:**
The harmonic mean is:
$$HM = \frac{1}{E\left(\frac{1}{X}\right)}$$
Calculate $E\left(\frac{1}{X}\right)$:
$$E\left(\frac{1}{X}\right) = \int_0^{\infty} \frac{1}{x} \cdot 4 x e^{-2x} dx = 4 \int_0^{\infty} e^{-2x} dx = 4 \times \frac{1}{2} = 2$$
Therefore:
$$HM = \frac{1}{2}$$
6. **Find the moment generating function (m.g.f.) of $X$:**
By definition:
$$M_X(t) = E(e^{tX}) = \int_0^{\infty} e^{t x} 4 x e^{-2x} dx = 4 \int_0^{\infty} x e^{-(2 - t)x} dx$$
This integral converges if $t < 2$. Recall:
$$\int_0^{\infty} x e^{-a x} dx = \frac{1}{a^2}$$
Thus:
$$M_X(t) = \frac{4}{(2 - t)^2}, \quad t < 2$$
7. **Find the m.g.f. of $Y = \frac{1}{X} + 9$:**
Moment generating function:
$$M_Y(t) = E(e^{tY}) = E\left(e^{t\left(\frac{1}{X} + 9\right)}\right) = e^{9t} E\left(e^{\frac{t}{X}}\right)$$
Calculate:
$$E\left(e^{\frac{t}{X}}\right) = \int_0^{\infty} e^{\frac{t}{x}} 4 x e^{-2x} dx$$
This integral does not simplify to elementary functions. Hence,
$$M_Y(t) = e^{9t} \int_0^{\infty} 4 x e^{\frac{t}{x}} e^{-2x} dx$$
8. **Find the second factorial moment $E[X(X-1)]$:**
Recall:
$$E[X(X-1)] = E[X^2] - E[X]$$
Calculate $E[X]$:
$$E[X] = \int_0^{\infty} x 4 x e^{-2x} dx = 4 \int_0^{\infty} x^2 e^{-2x} dx$$
Using gamma function:
$$\int_0^{\infty} x^n e^{-a x} dx = \frac{n!}{a^{n+1}}$$
So:
$$E[X] = 4 \times \frac{2!}{2^3} = 4 \times \frac{2}{8} = 1$$
Calculate $E[X^2]$:
$$E[X^2] = 4 \int_0^{\infty} x^3 e^{-2x} dx = 4 \times \frac{3!}{2^4} = 4 \times \frac{6}{16} = \frac{24}{16} = 1.5$$
Thus:
$$E[X(X-1)] = 1.5 - 1 = 0.5$$
9. **Find $P(X < 3)$:**
Calculate the CDF:
$$F_X(3) = \int_0^3 4 x e^{-2x} dx$$
Integrate by parts:
$$\int x e^{-2x} dx = -\frac{x}{2} e^{-2x} - \frac{1}{4} e^{-2x} + C$$
So:
$$\int_0^3 4 x e^{-2x} dx = 4 \left[-\frac{x}{2} e^{-2x} - \frac{1}{4} e^{-2x}\right]_0^3 = 4 \left[-\frac{3}{2} e^{-6} - \frac{1}{4} e^{-6} + \frac{1}{4} \right]$$
Simplify:
$$= 4 \left[-\frac{7}{4} e^{-6} + \frac{1}{4} \right] = 4 \times \frac{1 - 7 e^{-6}}{4} = 1 - 7 e^{-6}$$
10. **Find the second non-central moment around the point 3, $E[(X-3)^2]$:**
Use identity:
$$E[(X-3)^2] = E[X^2] - 2 \times 3 \times E[X] + 3^2$$
Using previous values:
$$E[X^2] = 1.5, \quad E[X] = 1$$
Thus:
$$E[(X-3)^2] = 1.5 - 6 + 9 = 4.5$$