
15.2.30 One dimensional random variables and their characteristics
Problem:
The distribution density of the random variable \( \xi \) is given:
\[
f_{\xi}(x)=\left\{\begin{array}{c}
0, \text { if } x \leq-4, \\
\frac{c}{16} x+\frac{1}{4}, \text { if }-44 .
\end{array}\right.
\]
The random variable \( \tau \) is equal to:
\[
\tau=\left\{\begin{array}{cc}
\xi, & \text { if } \xi<0, \\
-\xi, & \text { if } \xi \geq 0 .
\end{array}\right.
\]
Find
1. the constant \( c \).
2. the distribution density and the expected value of the random variable \( \tau \).