Wednesday, 27 July 2016

probability - Show mathbbE(X)=intinfty0(1FX(x)),dx for a continuous random variable Xgeq0

If X is a continuous random variable with density fX and taking non-negative values only, how do I show that E(X)=0[1FX(x)]dx

whenever this integral exists?

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real analysis - How to find limhrightarrow0fracsin(ha)h

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