Probability density function with two parameters

Random variable X X has a continuous distribution defined by a probability density function

f X ( x ) = { α ( β x + 1 ) , 1 < x < 3 , 0 , otherwise . f_{\mathrm{X}}\left(x\right) = \begin{cases} \alpha \left(\beta x + 1\right), & -1 < x < 3, \\ 0, & \text{otherwise}. \end{cases}

Knowing that E ( X ) = 5 3 E\left(\mathrm{X}\right) = \frac{5}{3} , find β \beta .


The answer is 1.

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1 solution

Karan Chatrath
Feb 12, 2021

For the continuous probability density function to be a valid one, the following condition must hold true:

f X ( x ) d x = 1 \int_{-\infty}^{\infty} f_{X}(x) \ dx=1 1 f X ( x ) d x + 1 3 f X ( x ) d x + 3 f X ( x ) d x = 1 \int_{-\infty}^{-1} f_{X}(x) \ dx +\int_{-1}^{3} f_{X}(x) \ dx + \int_{3}^{\infty} f_{X}(x) \ dx=1 0 + 1 3 f X ( x ) d x + 0 = 1 \implies 0 + \int_{-1}^{3} f_{X}(x) \ dx + 0 = 1 4 α β + 4 α = 1 \implies 4\alpha \beta + 4\alpha = 1 4 β + 4 = 1 α ( 1 ) \implies 4\beta + 4 = \frac{1}{\alpha} \dots (1)

Now, the expected value of the distribution is defined as:

E ( X ) = x f X ( x ) d x E(X)=\int_{-\infty}^{\infty} xf_{X}(x) \ dx E ( X ) = 5 3 = 1 x f X ( x ) d x + 1 3 x f X ( x ) d x + 3 x f X ( x ) d x E(X)= \frac{5}{3}=\int_{-\infty}^{-1} xf_{X}(x) \ dx +\int_{-1}^{3} xf_{X}(x) \ dx + \int_{3}^{\infty} xf_{X}(x) \ dx E ( X ) = 5 3 = 0 + 1 3 x f X ( x ) d x + 0 E(X)= \frac{5}{3}=0+\int_{-1}^{3} xf_{X}(x) \ dx + 0 28 α β + 12 α = 5 \implies 28\alpha\beta+12\alpha = 5 28 β + 12 5 = 1 α ( 2 ) \implies \frac{28\beta + 12}{5} = \frac{1}{\alpha} \dots (2)

Equating (1) and (2) by eliminating α \alpha and solving for β \beta yields β = 1 \boxed{\beta = 1}

That's where I got stuck on solving for alpha.....you have to take into account the pdf f(x) over its entire defined window (-1 < x < 3) which leads to a probability of 100% (or unity). Thanks for sharing, Karan!

tom engelsman - 3 months, 4 weeks ago

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You're welcome. Glad that you found the solution helpful

Karan Chatrath - 3 months, 4 weeks ago

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