Use the identity of Theoretical Exercise 5 to derive E[X2] when X is an exponential random variable
Question:
Theoretical Exercise 5
Use the result that, for a nonnegative random variable Y,
to show that, for a nonnegative random variable X,
and make the change of variables t = xn.
Transcribed Image Text:
E[Y] = P{Y > t} dt
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