Friday, September 7, 2018

probability - Show that if X is a continuous r.v. and it takes only positive values then $E(X) =int_{0}^{∞}Z P[X ≥ t] dt $

Show that if X is a continuous r.v. and it takes only positive values then: $$E(X) =\int_{0}^{∞} P[X ≥ t] dt$$


I am not really sure how to begin this proof. Any help or insight would be appreciated.

No comments:

Post a Comment

analysis - Injection, making bijection

I have injection $f \colon A \rightarrow B$ and I want to get bijection. Can I just resting codomain to $f(A)$? I know that every function i...