E(X) i Var(X) d’una v.a.

X~exp (  )

e-x si x  0
f(x) = 
0 en qualsevol altre cas

E[X] = 0

x·e  x dx =   udv  uv   vdu  =
 ux  du  dx 
  x =
dv  e dx  v   e  

 c

    c 0   1  x  
  · e 
  xe x c
( e  x ) dx 
 = lim   c   0  
c
= clim  
  
0
 0  c    e e 
 
 0

=
=0-
1


· e   e 0  =
1


Var[X] = E[X2] - E[X]2

  u  x2  du  2 xdx 
E[X ] = 0
2 x 2 ·e  x dx =   x   =
dv  e dx  v   e 

= c   

lim   x 2 e  x 0c 
0
c
( 2 xe  x ) dx 
 
=

 c

   x 2   c 
0
 x
lim     2 · · (  xe ) dx  =
c  
 e  x  
 0 
 2 c  2
= clim 0  xe  x dx  = E  X 
  
  0  

2
2  1 2 1 1
Var[X] = E[X2] - E[X]2 = E[X]- E[X]2 =  E  X    = 2    = 2
      