Let X be a random variable having a cumulative distribution function F. Show that if EX exists, then | (1- F(x))dx – | F(x)dx. EX By Fubini's theorem,

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 9E
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1).a

Let X be a random variable having a cumulative
distribution function F. Show that if EX exists, then
I [1- F(x)]dx -
| F(æ)dr.
EX
By Fubini's theorem,
Transcribed Image Text:Let X be a random variable having a cumulative distribution function F. Show that if EX exists, then I [1- F(x)]dx - | F(æ)dr. EX By Fubini's theorem,
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