I have exponential distribution function – F(tau) = beta * e^(-beta*tau). I need to integrate tau*F(tau) over the intervall 0 to inf, My answer should be 1/beta, however I don't get this answer. This is what I did:
>> syms tau beta
>> home
>> syms tau beta
>> f = tau*beta*exp(-beta*tau);
>> int(f, tau)
ans =
-(exp(-beta*tau)*(beta*tau + 1))/beta
Thanks for help, in advance.
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