Step 1: Use the property of a probability density function (PDF).
For any valid PDF, the total area under the curve must be equal to 1. Mathematically, this is expressed as:
\[
\int_{-\infty}^{\infty} f(x) \,dx = 1
\]
Substituting the given function:
\[
\int_{-\infty}^{\infty} ae^{-2|x|} \,dx = 1
\]
Step 2: Simplify the integral using symmetry.
The function \( e^{-2|x|} \) is an even function because \( |-x| = |x| \). For any even function \( g(x) \), the integral from \(-\infty\) to \(\infty\) can be written as twice the integral from 0 to \(\infty\).
\[
a \int_{-\infty}^{\infty} e^{-2|x|} \,dx = 2a \int_{0}^{\infty} e^{-2|x|} \,dx
\]
For \( x \ge 0 \), \( |x| = x \). So the integral becomes:
\[
2a \int_{0}^{\infty} e^{-2x} \,dx = 1
\]
Step 3: Evaluate the integral.
\[
\int_{0}^{\infty} e^{-2x} \,dx = \left[ -\frac{1}{2}e^{-2x} \right]_0^\infty
\]
Evaluating at the limits:
\[
= \left( \lim_{x \to \infty} -\frac{1}{2}e^{-2x} \right) - \left( -\frac{1}{2}e^{-2(0)} \right) = (0) - \left( -\frac{1}{2}e^0 \right) = \frac{1}{2}
\]
Step 4: Solve for 'a'.
Substitute the value of the integral back into the equation from Step 2:
\[
2a \left( \frac{1}{2} \right) = 1
\]
\[
a = 1
\]