Saturday, March 11, 2017

Calculate limit (exponential distribution)




As I was trying to show the variance of X with the exponential distribution and parameter λ, I got the following bit,



[x2eλx]0=lim,



which is apparently equal to zero. However, we have that x^2 goes to \infty and e^{\lambda x} to 0, as a\to\infty.



I tried proving this limit:



Let (x_n) be a sequence with limit +\infty. We want to show that for each \epsilon>0,




\exists N\in\mathbb N:n>\mathbb N\implies\lvert x_n^2\cdot e^{-\lambda x_n}\rvert<\epsilon.



But from here on I'm not sure how to proceed. I can see that \lvert x_n^2\cdot e^{-\lambda x_n}\rvert=x_n^2\cdot e^{-\lambda x_n}, but that's all I can think of... Could someone give me a hint?


Answer



hint: First you show e^{\lambda x_n} > \dfrac{\lambda^3x_n^3}{6}, but this is evidently true from the expansion Maclaurin of e^{\lambda x}, and use Squeeze theorem to settle the result.


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