mean of a continuous random variable and integration by parts

95 Views Asked by At

$g(t)= \ln(t)$ for $1\leq t \leq e$ is a PDF for a continuous random variable $T$. find the mean of $T$ using the definition of the mean of a continuous random variable and then performing integration by parts.

I don't seem to understand how to do this?

2

There are 2 best solutions below

2
On

$\int_1^e t\ln(t)dt$

This is a canonical integration by parts problem

2
On

As Prototank says, this is a canon IBP. Set $u = \ln t$ and $dv = t \ dt$. Can you go from here?