Question: Suppose that the random variable X has a continuous distribution with c.d.f.F(x). Suppose also that Pr(X 0) = 1 and that E(X) exists. Show

Suppose that the random variable X has a continuous distribution with c.d.f.F(x). Suppose also that Pr(X ‰¥ 0) = 1 and that E(X) exists. Show that
E(X) = | [1- F(x)]dx.

You may use the result proven in Exercise 1.

E(X) = | [1- F(x)]dx.

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