$f(x)=alpha e^{-x^2-beta x}$ Find $alpha$ and $beta$ . Expectation is given.
$begingroup$
Let the probability density function of a random variable $X$ be given
by
$f(x)=alpha e^{-x^2-beta x} infty<x<infty $
If $E(X)= -dfrac{1}{2}$ then
$(A) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=1$
$(B) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=-1$
$(C) alpha =e^frac{-1}{4}sqrt pi$ and $beta=-1$
$(D) alpha =e^frac{-1}{4}sqrt pi$ and $beta=1$
The way I did this question:
$int_{-infty}^{infty}f(x)dx=int_{-infty}^{infty}alpha e^{-(x^2+beta x +frac{beta^2}{4}-frac{beta^2}{4})}dx=int_{-infty}^{infty}alpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx=1 $
put $y=(x+frac{beta}{2})$
$int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=alphasqrt{pi}e^{frac{beta^2}{4}}=1implies alpha=dfrac{e^{frac{-beta^2}{4}}}{sqrt{pi}}$
Now using $E(X)=int_{-infty}^{infty}xalpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx$
put $y=(x+frac{beta}{2})$
$E(X)=int_{-infty}^{infty}(y-frac{beta}{2})alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=underbrace{alpha e^{frac{beta^2}{4}} int_{-infty}^{infty}(y) e^{-(y)^2}dx}_{text {odd function}}-frac{beta}{2}underbrace{int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{-beta^2}{4}}}_{text{pdf}}dx$
$0-dfrac{beta}{2}=-dfrac{1}{2} implies fbox {$beta$ =1}$ and $fbox{$alpha=dfrac{e^{frac{-1}{4}}}{sqrt{pi}}$} $
Somehow after doing rigorous calculations, I got this answer but this question came in 2 marks so I am looking for a quick way out. Any alternate solution which less time consuming ?
probability statistics expected-value
$endgroup$
add a comment |
$begingroup$
Let the probability density function of a random variable $X$ be given
by
$f(x)=alpha e^{-x^2-beta x} infty<x<infty $
If $E(X)= -dfrac{1}{2}$ then
$(A) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=1$
$(B) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=-1$
$(C) alpha =e^frac{-1}{4}sqrt pi$ and $beta=-1$
$(D) alpha =e^frac{-1}{4}sqrt pi$ and $beta=1$
The way I did this question:
$int_{-infty}^{infty}f(x)dx=int_{-infty}^{infty}alpha e^{-(x^2+beta x +frac{beta^2}{4}-frac{beta^2}{4})}dx=int_{-infty}^{infty}alpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx=1 $
put $y=(x+frac{beta}{2})$
$int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=alphasqrt{pi}e^{frac{beta^2}{4}}=1implies alpha=dfrac{e^{frac{-beta^2}{4}}}{sqrt{pi}}$
Now using $E(X)=int_{-infty}^{infty}xalpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx$
put $y=(x+frac{beta}{2})$
$E(X)=int_{-infty}^{infty}(y-frac{beta}{2})alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=underbrace{alpha e^{frac{beta^2}{4}} int_{-infty}^{infty}(y) e^{-(y)^2}dx}_{text {odd function}}-frac{beta}{2}underbrace{int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{-beta^2}{4}}}_{text{pdf}}dx$
$0-dfrac{beta}{2}=-dfrac{1}{2} implies fbox {$beta$ =1}$ and $fbox{$alpha=dfrac{e^{frac{-1}{4}}}{sqrt{pi}}$} $
Somehow after doing rigorous calculations, I got this answer but this question came in 2 marks so I am looking for a quick way out. Any alternate solution which less time consuming ?
probability statistics expected-value
$endgroup$
add a comment |
$begingroup$
Let the probability density function of a random variable $X$ be given
by
$f(x)=alpha e^{-x^2-beta x} infty<x<infty $
If $E(X)= -dfrac{1}{2}$ then
$(A) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=1$
$(B) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=-1$
$(C) alpha =e^frac{-1}{4}sqrt pi$ and $beta=-1$
$(D) alpha =e^frac{-1}{4}sqrt pi$ and $beta=1$
The way I did this question:
$int_{-infty}^{infty}f(x)dx=int_{-infty}^{infty}alpha e^{-(x^2+beta x +frac{beta^2}{4}-frac{beta^2}{4})}dx=int_{-infty}^{infty}alpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx=1 $
put $y=(x+frac{beta}{2})$
$int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=alphasqrt{pi}e^{frac{beta^2}{4}}=1implies alpha=dfrac{e^{frac{-beta^2}{4}}}{sqrt{pi}}$
Now using $E(X)=int_{-infty}^{infty}xalpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx$
put $y=(x+frac{beta}{2})$
$E(X)=int_{-infty}^{infty}(y-frac{beta}{2})alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=underbrace{alpha e^{frac{beta^2}{4}} int_{-infty}^{infty}(y) e^{-(y)^2}dx}_{text {odd function}}-frac{beta}{2}underbrace{int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{-beta^2}{4}}}_{text{pdf}}dx$
$0-dfrac{beta}{2}=-dfrac{1}{2} implies fbox {$beta$ =1}$ and $fbox{$alpha=dfrac{e^{frac{-1}{4}}}{sqrt{pi}}$} $
Somehow after doing rigorous calculations, I got this answer but this question came in 2 marks so I am looking for a quick way out. Any alternate solution which less time consuming ?
probability statistics expected-value
$endgroup$
Let the probability density function of a random variable $X$ be given
by
$f(x)=alpha e^{-x^2-beta x} infty<x<infty $
If $E(X)= -dfrac{1}{2}$ then
$(A) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=1$
$(B) alpha =dfrac{e^{frac{-1}{4}}}{sqrt pi}$ and $beta=-1$
$(C) alpha =e^frac{-1}{4}sqrt pi$ and $beta=-1$
$(D) alpha =e^frac{-1}{4}sqrt pi$ and $beta=1$
The way I did this question:
$int_{-infty}^{infty}f(x)dx=int_{-infty}^{infty}alpha e^{-(x^2+beta x +frac{beta^2}{4}-frac{beta^2}{4})}dx=int_{-infty}^{infty}alpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx=1 $
put $y=(x+frac{beta}{2})$
$int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=alphasqrt{pi}e^{frac{beta^2}{4}}=1implies alpha=dfrac{e^{frac{-beta^2}{4}}}{sqrt{pi}}$
Now using $E(X)=int_{-infty}^{infty}xalpha e^{-(x+frac{beta}{2})^2}e^{frac{beta^2}{4}}dx$
put $y=(x+frac{beta}{2})$
$E(X)=int_{-infty}^{infty}(y-frac{beta}{2})alpha e^{-(y)^2}e^{frac{beta^2}{4}}dx=underbrace{alpha e^{frac{beta^2}{4}} int_{-infty}^{infty}(y) e^{-(y)^2}dx}_{text {odd function}}-frac{beta}{2}underbrace{int_{-infty}^{infty}alpha e^{-(y)^2}e^{frac{-beta^2}{4}}}_{text{pdf}}dx$
$0-dfrac{beta}{2}=-dfrac{1}{2} implies fbox {$beta$ =1}$ and $fbox{$alpha=dfrac{e^{frac{-1}{4}}}{sqrt{pi}}$} $
Somehow after doing rigorous calculations, I got this answer but this question came in 2 marks so I am looking for a quick way out. Any alternate solution which less time consuming ?
probability statistics expected-value
probability statistics expected-value
asked Jan 27 at 12:44
Daman deepDaman deep
756419
756419
add a comment |
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$begingroup$
$f(x)$ is in the form of a normal PDF: $frac{1}{sqrt{2pisigma^2}}exp(-(x-mu)^2/2sigma^2)$, which should be equal to $alphaexp(-x^2-beta x)$. Coefficients should match in LHS and RHS, so $2sigma^2=1$ and $E[X]=mu=-1/2$. Then, LHS becomes
$$frac{1}{sqrt{pi}}exp(-x^2+2mu x - mu^2)=alphaexp(-x^2-beta x)$$
which gives you $beta=1$ and $alpha=frac{exp(-1/4)}{sqrt{pi}}$.
$endgroup$
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
add a comment |
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1 Answer
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1 Answer
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$begingroup$
$f(x)$ is in the form of a normal PDF: $frac{1}{sqrt{2pisigma^2}}exp(-(x-mu)^2/2sigma^2)$, which should be equal to $alphaexp(-x^2-beta x)$. Coefficients should match in LHS and RHS, so $2sigma^2=1$ and $E[X]=mu=-1/2$. Then, LHS becomes
$$frac{1}{sqrt{pi}}exp(-x^2+2mu x - mu^2)=alphaexp(-x^2-beta x)$$
which gives you $beta=1$ and $alpha=frac{exp(-1/4)}{sqrt{pi}}$.
$endgroup$
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
add a comment |
$begingroup$
$f(x)$ is in the form of a normal PDF: $frac{1}{sqrt{2pisigma^2}}exp(-(x-mu)^2/2sigma^2)$, which should be equal to $alphaexp(-x^2-beta x)$. Coefficients should match in LHS and RHS, so $2sigma^2=1$ and $E[X]=mu=-1/2$. Then, LHS becomes
$$frac{1}{sqrt{pi}}exp(-x^2+2mu x - mu^2)=alphaexp(-x^2-beta x)$$
which gives you $beta=1$ and $alpha=frac{exp(-1/4)}{sqrt{pi}}$.
$endgroup$
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
add a comment |
$begingroup$
$f(x)$ is in the form of a normal PDF: $frac{1}{sqrt{2pisigma^2}}exp(-(x-mu)^2/2sigma^2)$, which should be equal to $alphaexp(-x^2-beta x)$. Coefficients should match in LHS and RHS, so $2sigma^2=1$ and $E[X]=mu=-1/2$. Then, LHS becomes
$$frac{1}{sqrt{pi}}exp(-x^2+2mu x - mu^2)=alphaexp(-x^2-beta x)$$
which gives you $beta=1$ and $alpha=frac{exp(-1/4)}{sqrt{pi}}$.
$endgroup$
$f(x)$ is in the form of a normal PDF: $frac{1}{sqrt{2pisigma^2}}exp(-(x-mu)^2/2sigma^2)$, which should be equal to $alphaexp(-x^2-beta x)$. Coefficients should match in LHS and RHS, so $2sigma^2=1$ and $E[X]=mu=-1/2$. Then, LHS becomes
$$frac{1}{sqrt{pi}}exp(-x^2+2mu x - mu^2)=alphaexp(-x^2-beta x)$$
which gives you $beta=1$ and $alpha=frac{exp(-1/4)}{sqrt{pi}}$.
answered Jan 27 at 13:03
gunesgunes
3747
3747
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
add a comment |
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
Omg I feel so dumb now .
$endgroup$
– Daman deep
Jan 27 at 13:07
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
$begingroup$
no you're path independent :)
$endgroup$
– gunes
Jan 27 at 13:08
add a comment |
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