Let the probability density function of a random variable be given as
The value of '' is ________.
Let the probability density function of a random variable be given as
The value of '' is ________.
ANSWER
Official answer: 0.99 to 1.01Source: Official answer key, GATE 2022 EE (IIT Kharagpur)
Normalisation condition. Every PDF must integrate to 1 over the whole real line: . So .
Use even symmetry. Since , the function is even, so . For , , so the integrand becomes .
Evaluate the integral.
Solve for . .
Check. This is the Laplace (double-exponential) density with , whose constant is . This agrees.
KEY IDEA
A PDF must have total area 1. Because is even, the area is twice the area over , which is . So . In general, is a valid PDF only when .
WATCH OUT FOR
Integrating only from to and forgetting the negative half of the line gives , so . That constant belongs to the one-sided exponential for , not to this two-sided density. Another slip is dropping the absolute value and integrating over all of , which diverges.
From the GATE 2022 EE paper. Every question of this paper · Download the full paper · All 33 Probability & statistics questions, with notes