Question: Suppose X is a non-negative and continuous random variable whose pdf is f_X (x) and whose cdf is F_X (x). Starting from the definition of

Suppose X is a non-negative and continuous random variable whose pdf

Suppose X is a non-negative and continuous random variable whose pdf is f_X (x) and whose cdf is F_X (x). Starting from the definition of the mathematical expectation, prove that E [X] = integral^infinity_0(1 - F_X (x))dx

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