Question: Let X be a continuous, non-negative random variable [ f(x) = 0 for x < 0 ]. Show that E X = 0 [ 1

Let X be a continuous, non-negative random variable [ f(x) = 0 for x < 0 ]. Show thatEX=0[1Fx(x)]dx,whereFX(x)is the cdf of X.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!