Wednesday 27 July 2016

probability - Show $mathbb{E}(X) = int_0^{infty} (1-F_X(x)) , dx$ for a continuous random variable $X geq 0$

If $X$ is a continuous random variable with density $f_X$ and taking non-negative values only, how do I show that $$\mathbb{E}(X)=\int_0^{\infty}[1-F_X(x)]dx$$ whenever this integral exists?

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real analysis - How to find $lim_{hrightarrow 0}frac{sin(ha)}{h}$

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