Suppose that X is a continuous rv with pdf f(x) supported on r > 0. Let F(x) be the cdf. Show that E(X) = [" ={(e) dz = (1 - F(2) d . zf(x) dz = Hint: Since z > 0, you can write z = dt. Plug this into the definition of the expected value and swap the order of integration (and look at your Vector Calculus notes to confirm that you can swap the order of integration).

Advanced Engineering Mathematics
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Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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4. Suppose that X is a continuous rv with pdf f(x) supported on r > 0. Let F(x) be the cdf. Show
that
E(X) = af(e) da = (1 – F(2)) da .
5 dt. Plug this into the definition of the expected value
Hint: Since a > 0, you can write =
and swap the order of integration (and look at your Vector Calculus notes to confirm that you can
swap the order of integration).
Transcribed Image Text:4. Suppose that X is a continuous rv with pdf f(x) supported on r > 0. Let F(x) be the cdf. Show that E(X) = af(e) da = (1 – F(2)) da . 5 dt. Plug this into the definition of the expected value Hint: Since a > 0, you can write = and swap the order of integration (and look at your Vector Calculus notes to confirm that you can swap the order of integration).
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