Monday, January 8, 2018

probability - Intuitive explanation for mathbbEX=inti0nfty1F(x),dx

I can see by manipulating the expression why EX works out to be 01F(x)dx, where F is the distribution function of X, but what is an intuitive explanation for why that is true? If at each point we sum the probability P(X>x), why should we end up with the expectation?



Thanks

No comments:

Post a Comment

analysis - Injection, making bijection

I have injection f:AB and I want to get bijection. Can I just resting codomain to f(A)? I know that every function i...