(a) Show that for any non-negative random variable X, we have E(X)= P(X > t)dt (b) Let the CDF of X be given by 1-e for r> 0. Find E(X).

Elementary Linear Algebra (MindTap Course List)
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Chapter2: Matrices
Section2.5: Markov Chain
Problem 54E
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Probability and random process
CDF of non-negative random variable
(a) Show that for any non-negative random variable X, we have
E(X) =
| t
P(X >t)dt
(b) Let the CDF of X be given by 1-e- for r > 0. Find E(X).
Transcribed Image Text:Probability and random process CDF of non-negative random variable (a) Show that for any non-negative random variable X, we have E(X) = | t P(X >t)dt (b) Let the CDF of X be given by 1-e- for r > 0. Find E(X).
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