Let X be a continuous random variable with a pdf f(x). Suppose f(x) > 0 when x ≥ 0 and f(x) = 0 when x≤0. Prove that E(X) = ∫0∞ [1-F(x)]dx. F(x) denotes the cdf of X.
Let X be a continuous random variable with a pdf f(x). Suppose f(x) > 0 when x ≥ 0 and f(x) = 0 when x≤0. Prove that E(X) = ∫0∞ [1-F(x)]dx. F(x) denotes the cdf of X.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Let X be a continuous random variable with a pdf f(x). Suppose f(x) > 0 when x ≥ 0 and f(x) = 0 when x≤0. Prove that
E(X) = ∫0∞ [1-F(x)]dx. F(x) denotes the cdf of X.
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