A random variable is called a power law random variable ifP(X > t) = max{1/(t^α), 1}for some α. What is the density of X? Compute the mean of X when α > 1. What happens if α < 1?

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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A random variable is called a power law random variable if
P(X > t) = max{1/(t^α), 1}
for some α. What is the density of X? Compute the mean of X when α > 1. What happens if α < 1?

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