Question
Verify if the following functions are p.d.f. of a continuous r.v. $X$. : $f(x)=e^{-x}$, for $0<x<\infty$ and $=0$, otherwise.

Answer

$e^{-x}$ is $\geq 0$ for any value of $x$ since $e>0$,
$
\begin{aligned}
& \therefore \quad e^{-x}>0, \text { for } 0<x<\infty \\
& \int_0^{\infty} f(x) d x=\int_0^{\infty} e^{-x} d x=\left[-e^{-x}\right]_0^{\infty}=\left[\frac{1}{e^{\infty}}-e^0\right]=-(0-1)=1
\end{aligned}
$
Both the conditions of p.d.f. are satisfied $f(x)$ is p.d.f. of r.v.

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