Question: 48. If X is a nonnegative random variable, and g is a differential function with g(0) = 0, then Prove the preceding when X is

48. If X is a nonnegative random variable, and g is a differential function with g(0) = 0, then

E[g(X)] = P(X > t)g'(t)dt

Prove the preceding when X is a continuous random variable.

E[g(X)] = P(X > t)g'(t)dt

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