Suppose that X is a random variable with probability density function fx(x) and cumulative distribution function fx(x). Additionally, suppose X can only take on positive values; that is, P(X > 0) = 1. Show that the following equality holds: ro 8 [1 - Ex(x)]dx = tfx(t)dt Hint: Write [1 Fx (x)] as an integral of fr(t) to get a double integral on the left-hand side. Then, switch the order of integration.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
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Suppose that X is a random variable with probability density function fx(x) and cumulative
distribution function fx(x). Additionally, suppose X can only take on positive values; that is,
P(X > 0) = 1. Show that the following equality holds:
[1 - Ex(x)]dx = f* tfx(t)dt
Hint: Write [1 – Fx (x)] as an integral of fr(t) to get a double integral on the left-hand side.
Then, switch the order of integration.
Transcribed Image Text:Suppose that X is a random variable with probability density function fx(x) and cumulative distribution function fx(x). Additionally, suppose X can only take on positive values; that is, P(X > 0) = 1. Show that the following equality holds: [1 - Ex(x)]dx = f* tfx(t)dt Hint: Write [1 – Fx (x)] as an integral of fr(t) to get a double integral on the left-hand side. Then, switch the order of integration.
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