I have been struggling with the following problem in probability:
Assume X is a random variable with the following probability density function:
$$ P(X = k) = \frac{A}{k!}, k=0,1,2,... $$
How to find the coefficient A ?
My first thought was to integrate this function to get its cumulative distribution function, and then make it equal to 1. However, I find out that integrating such a function is not so simple.
Is it possible to solve it in a simple way?
Thanks!
This is a discrete distribution, so instead of integrating, try summing over $k$:
$$\sum_{k=0}^\infty P(X=k) = 1$$