For the other one,
Then reverse the order of the integrals and you'll get the result.
Hi
I need to show that , where is the indicator function, i.e. if and zero otherwise, is equal to both
and , where is the cdf of .
Hence deducing that
I tried:
, since this is the books' definition of the expected value of .
I´m not sure how to go about finding the other result.
Thanks