Friday, September 7, 2018

probability - Show that if X is a continuous r.v. and it takes only positive values then E(X)=int0ZP[Xt]dt

Show that if X is a continuous r.v. and it takes only positive values then: E(X)=0P[Xt]dt


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

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