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

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In summary, the equation "P(X>x)=e^-ax, x less/equal 0" represents the probability of a random variable X being greater than x, given that x is less than or equal to 0, and a is a constant. To calculate this probability, you can plug in the value of x into the equation and solve. The constant "a" represents the rate parameter of the exponential distribution, which determines the speed of the probability decrease as x increases. This equation is not suitable for calculating the probability of X being equal to a specific value, but it can be used to model real-world scenarios such as time between events or customer arrivals.
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badgerbadger
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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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  • #2
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]
and
[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]
 

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

What does the equation "P(X>x)=e^-ax, x less/equal 0" represent?

The equation represents the probability that a random variable X will take on a value greater than x, given that x is less than or equal to 0, and a is a constant. It follows an exponential distribution.

How do you calculate the value of "P(X>x)"?

To calculate the value of "P(X>x)", simply plug in the value of x into the equation and solve. For example, if x = 2, the equation would become P(X>2)=e^-2a.

What is the significance of the constant "a" in the equation?

The constant "a" represents the rate parameter of the exponential distribution. It determines how quickly the probability decreases as x increases. A higher value of a means a steeper decrease in probability.

Can the equation be used to calculate the probability of X being equal to a specific value?

No, the equation can only be used to calculate the probability of X being greater than a specific value. The probability of X being equal to a specific value is 0 in an exponential distribution.

How is the equation related to real-world scenarios?

The equation can be used to model a variety of real-world scenarios, such as the time between events, the lifespan of a product, or the time between customer arrivals in a queue. It is commonly used in survival analysis and reliability engineering.

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