| @@ -58,7 +58,23 @@ | |||||
| \item Es gilt | \item Es gilt | ||||
| \begin{align*} | \begin{align*} | ||||
| \E(X) &= \int_0^\infty \P(X > y) \d{y}\\ | \E(X) &= \int_0^\infty \P(X > y) \d{y}\\ | ||||
| &= \int_0^\infty | |||||
| &= \int_0^\infty \int_y^\infty \mathbbm{f}^X(\omega) \d{\omega}\d{y}\\ | |||||
| &= \int_0^\infty \int_y^\infty \lambda e^{-\lambda x} \d{x} \d{y}\\ | |||||
| &= \int_0^\infty e^{-\lambda y} \d{y}\\ | |||||
| &= \frac{1}{\lambda} | |||||
| \end{align*} | |||||
| \item Es gilt | |||||
| \begin{align*} | |||||
| \E(X) &= \sum_{n = 1}^{\infty} \P(X \geq n)\\ | |||||
| &= \sum_{n = 1}^{\infty} \sum_{k = n}^{\infty} \mathbbm{p}^X(k) \\ | |||||
| &= \sum_{n = 1}^{\infty} \sum_{k = n}^{\infty} (1-p)^{k - 1}p\\ | |||||
| &= \sum_{n = 1}^{\infty} p(1-p)^{n-1}\sum_{k = 0}^{\infty} (1-p)^k | |||||
| \intertext{geometrische Reihe} | |||||
| &= \sum_{n = 1}^{\infty} p(1-p)^{n-1} \frac{1}{1-(1-p)}\\ | |||||
| &= \sum_{n = 1}^{\infty} (1-p)^{n-1}\\ | |||||
| \intertext{geometrische Reihe} | |||||
| &= \frac{1}{1 - (1-p)}\\ | |||||
| &= \frac{1}{p} | |||||
| \end{align*} | \end{align*} | ||||
| \end{enumerate} | \end{enumerate} | ||||
| \end{aufgabe} | \end{aufgabe} | ||||