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Question

Let the probability density function of a random variable x be given as

f(x) = ae-2|x|

The value of ‘a’ is __________.

Concept:

The probability density function for any f(x) is defined as:

\(\rm \int_{-\infty}^{+ \infty} f(x) dx = 1\)

Modulus function is f(x) = |x| is defined as:

\(\rm f(x) = \left\{ \begin{matrix} \rm -x;& - \infty < \rm x < 0 \\\ \rm + x; & 0 < \rm x < \infty \end{matrix} \right\}\)

Calculation:

\(\rm \int_{-\infty}^{+ \infty} f(x) dx = 1\)

\(\rm \int_{-\infty}^{0} ae^{-2(-x)}dx + \int_0^\infty ae^{-2(+x)}dx = 1\)

\(\rm \frac{a}{2} (e^{2x})^0_{-\infty} + \frac{a}{2} (-e^{-2x})^\infty_0 = 1\)

\(\rm \frac{a}{2} \{e^0 - e^{-\infty}\} + \frac{a}{2} \{ -e^{-\infty} -(-e^0)\} = 1\)

\( {a \over 2}\)(1-0) + \( {a\over 2}\)(0+1) = 1

a = 1

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