For a random variable X, the "complimentary cumulative distribution function", or the "tail function", is defined as F(x) = 1 - F(x) where F(x) is the cumulative distribution function of X. Show that the following is true when X is continuous and has a non-negative range, that is Rx = R+. E[X] = * F(x) dx Show that the following is true when X is discrete and has a non-negative range, that is Rx = Z+. E[X] = F(x)dx x=1

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For a random variable X, the "complimentary cumulative distribution function", or the "tail
function", is defined as F(x) = 1 – F(x) where F(x) is the cumulative distribution function of X.
Show that the following is true when X is continuous and has a non-negative range,
that is Rx = R+.
E[X] = * F(x)dx
0
Show that the following is true when X is discrete and has a non-negative range,
that is Rx = Z+.
E[X] = [F(x)dx
x=1
Transcribed Image Text:For a random variable X, the "complimentary cumulative distribution function", or the "tail function", is defined as F(x) = 1 – F(x) where F(x) is the cumulative distribution function of X. Show that the following is true when X is continuous and has a non-negative range, that is Rx = R+. E[X] = * F(x)dx 0 Show that the following is true when X is discrete and has a non-negative range, that is Rx = Z+. E[X] = [F(x)dx x=1
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