A if fx is the probability density function pdf of a

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Reference no: EM13615312

a) If f(x) is the probability density function (pdf) of a continuous random variable X,

what two conditions must be satised ?

(b) Hence for xed > 1, determine the constant c required to make f(x) = c=x2;

1 < x < and f(x) = 0 otherwise, a proper pdf.

(c) Suppose instead, f(x) = c=x2 ; x > with f(x) = 0 otherwise.

(i) Show that c = makes this a proper pdf.

(ii) Show that the moment generating function (mgf) does NOT exist.

Reference no: EM13615312

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