How to know whether expectation will be finite or infinite

68 Views Asked by At

So there is this question being asked:

For $X\sim \mathrm{Geom}(p)$, find $E(2^x)$ (if it is finite) and $E(2^{-x})$ (if it is finite).

I know how to find expectation, but my doubt is regarding how to determine if expectation will be finite or not before calculating it (as is being asked by this particular question.)

1

There are 1 best solutions below

0
On

$$\operatorname{E[2^X]}=\sum_{k=1}^{\infty}{2^k(1-p)^{k-1}p}$$ The sum converges if $p>1/2$ and diverges if $p\leqslant 1/2$ $$\operatorname{E[2^{-X}]}=\sum_{k=1}^{\infty}{2^{-k}(1-p)^{k-1}p}$$ The sum converges for all $0\leqslant p\leqslant 1$