Show that , if X has a nonnegative integers as values , then E(X)=Sum P(X>n)
thanks in advance
Hello,
$\displaystyle P(X>n)=\sum_{j=n+1}^\infty P(X=j)$
Then reverse the summation order.
You may look at a similar problem here : http://www.mathhelpforum.com/math-he...screte-rv.html