Question: Assume that X is a nonnegative random variable having distribution function F. Arguing as in the proof of Proposition 6.7, show that the moment of

Assume that X is a nonnegative random variable having distribution function F.

Arguing as in the proof of Proposition 6.7, show that the moment of order r of X

(around zero) can be expressed in the formE(X") = r 00 x-(1-F(x))dx.

E(X") = r 00 x-(1-F(x))dx.

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