Question: If X is a nonnegative integer valued random variable, show that Hint: Define the sequence of random variables In,n 1, by Now express X

If X is a nonnegative integer valued random variable, show thatE[X]=P{n} = P{X>n} (a) n=1 n=0

Hint: Define the sequence of random variables In,n ≥ 1, byimage text in transcribed

Now express X in terms of the In.

(b) If X and Y are both nonnegative integer valued random variables, show thatimage text in transcribed

E[X]=P{n} = P{X>n} (a) n=1 n=0

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