Question: 2.2 Let X be a nonnegative continuous random variable with cdf FX. Show that E(X) 1 0 [1 FX(x)]dx (Hint: Use integration by

2.2 Let X be a nonnegative continuous random variable with cdf FX.

Show that E(X) ¼

ð1 0

[1  FX(x)]dx

(Hint: Use integration by parts on the definition of E(X)).

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