Let X be a continuous random variable with distribution F(x)=P(X≤x) and support [0,∞). Suppose for a fixed X0 and any t≥0,P(X≥X0+t)≥P(X≤X0−t), prove that E(X)≥X0.
Intuitively, it is cleared to me that the expectation is no less than X0 as the distribution is skewed to the right (the chance of X to rise at least t is no less than the chance of X drops at least t). But I couldn't prove it rigorously.
Here is what i tried so far: Let f(x)=F′(x) be the density function. It is easy to deduce that ∫∞X0f(x)dx≥12 and ∫X00f(x)dx≤12.
Then E(X)=∫∞0xf(x)dx=∫X00xdF(x)+∫∞X0xf(x)dx
=[xF(x)]X00−∫X00F(x)dx+∫∞X0xf(x)dx
=X0F(X0)−∫X00∫x0f(t)dtdx+∫∞X0xf(x)dx
≥X0F(X0)−∫X00∫X00f(t)dtdx+∫∞X0X0f(x)dx
≥X0F(X0)−∫X0012dx+X02
=X0F(X0)−X02+X02=X0F(X0)
But then F(X0)≤1. Please help
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