(a) Show that for any non-negative random variable X, we have E(X)= P(X > t)dt (b) Let the CDF of X be given by 1-e for r> 0. Find E(X).
(a) Show that for any non-negative random variable X, we have E(X)= P(X > t)dt (b) Let the CDF of X be given by 1-e for r> 0. Find E(X).
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Transcribed Image Text:Probability and random process
CDF of non-negative random variable
(a) Show that for any non-negative random variable X, we have
E(X) =
| t
P(X >t)dt
(b) Let the CDF of X be given by 1-e- for r > 0. Find E(X).
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