Let f(x)= 4e-** if 0

MATLAB: An Introduction with Applications
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**Instructions:**

Given a probability density function (pdf):

\[ f(x) = 4e^{-4x} \quad \text{if} \quad 0 < x < \infty, \quad \text{and zero otherwise}. \]

You are required to:

a. **Show that \( f(x) \) is a pdf.**

    - To demonstrate this, you need to verify two conditions:
        1. \( f(x) \geq 0 \) for all \( x \).
        2. The integral of \( f(x) \) over its entire range is 1, i.e., \( \int_{0}^{\infty} f(x) \, dx = 1 \).

b. **Find the Moment Generating Function \( M_X(t) \).**

    - Calculate the moment generating function (MGF) \( M_X(t) \) of the given pdf, which is defined as \( M_X(t) = E(e^{tX}) \).

c. **Use \( M_X(t) \) to find \( E(X) \).**
   
    - Utilize the MGF to find the expected value \( E(X) \). Recall that the first derivative of the MGF at \( t = 0 \) gives the mean of the distribution, i.e., \( E(X) = M_X'(0) \).

**Steps to follow:**

1. Integrate \( f(x) \) over \( [0, \infty) \) to ensure it equals 1.
2. Compute \( M_X(t) \) by integrating \( e^{tx} f(x) \) over \( [0, \infty) \).
3. Differentiate \( M_X(t) \) and evaluate it at \( t = 0 \) to find \( E(X) \).

This exercise will help solidify your understanding of probability density functions, moment generating functions, and expected values in probability theory.
Transcribed Image Text:**Instructions:** Given a probability density function (pdf): \[ f(x) = 4e^{-4x} \quad \text{if} \quad 0 < x < \infty, \quad \text{and zero otherwise}. \] You are required to: a. **Show that \( f(x) \) is a pdf.** - To demonstrate this, you need to verify two conditions: 1. \( f(x) \geq 0 \) for all \( x \). 2. The integral of \( f(x) \) over its entire range is 1, i.e., \( \int_{0}^{\infty} f(x) \, dx = 1 \). b. **Find the Moment Generating Function \( M_X(t) \).** - Calculate the moment generating function (MGF) \( M_X(t) \) of the given pdf, which is defined as \( M_X(t) = E(e^{tX}) \). c. **Use \( M_X(t) \) to find \( E(X) \).** - Utilize the MGF to find the expected value \( E(X) \). Recall that the first derivative of the MGF at \( t = 0 \) gives the mean of the distribution, i.e., \( E(X) = M_X'(0) \). **Steps to follow:** 1. Integrate \( f(x) \) over \( [0, \infty) \) to ensure it equals 1. 2. Compute \( M_X(t) \) by integrating \( e^{tx} f(x) \) over \( [0, \infty) \). 3. Differentiate \( M_X(t) \) and evaluate it at \( t = 0 \) to find \( E(X) \). This exercise will help solidify your understanding of probability density functions, moment generating functions, and expected values in probability theory.
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