# Thread:

1. ## Continuous random variables and their PDFs

The question goes:

Suppose the continuous random variable X has a probability density function (PDF)

$f_{X}(x)=\frac{c}{x^6}, x>1$

i) Show that for X to be a valid PDF, $c$ must be equal to $5$.
ii) Calculate $E(X^6e^{-2X})$.

For part i) I keep getting $-5$, not $5$ for $c$, and I just can't fathom out part ii)

2. Hello,
Originally Posted by chella182
The question goes:

Suppose the continuous random variable X has a probability density function (PDF)

$f_{X}(x)=\frac{c}{x^6}, x>1$

i) Show that for X to be a valid PDF, $c$ must be equal to $5$.
ii) Calculate $E(X^6e^{-2X})$.

For part i) I keep getting $-5$, not $5$ for $c$, and I just can't fathom out part ii)
i) Remember that a pdf has to be a positive function. Hence the answer you're given is more likely to be correct than yours
$1=\int_1^{\infty} \frac{c}{x^6} ~dx=\int_1^\infty cx^{-6} ~dx$
so this is $\left. \frac{c}{-5} \cdot\frac{1}{x^6}\right|_1^{\infty}$

$=\lim_{x\to\infty} \frac{c}{-5}\cdot\frac{1}{x^6} {\color{red}-}\frac{c}{-5}\cdot 1=-\frac{c}{-5}=\frac c5$

just out from curiosity, which minus sign did you forget ?

ii) recall that for any continuous function, $\mathbb{E}(h(X))=\int_{\mathbb{R}} h(x)f(x) ~dx$, where f is the pdf of the random variable X.

This formula applies here and you get : $\int_1^\infty x^6e^{-2x} \cdot \frac{5}{x^6} ~dx$

3. Fully aware my answer was wrong, hence why I asked
I didn't forget a minus sign either. I wrote it down wrong & confused myself.

I've never seen that formula before (obviously been taught it in a different way), but cheers.
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