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Math Help - Quick question

  1. #1
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    Quick question

    Show that , if X has a nonnegative integers as values , then E(X)=Sum P(X>n)

    thanks in advance
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  2. #2
    Moo
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    Hello,

    P(X>n)=\sum_{j=n+1}^\infty P(X=j)

    Then reverse the summation order.

    You may look at a similar problem here : http://www.mathhelpforum.com/math-he...screte-rv.html
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