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.
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