It is known that for any non-negative Y random variable:

Show that for any non-negative X random variable:

Thank you very much in advance!

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- October 22nd 2011, 09:32 AMdougExpected value of random variable
It is known that for any non-negative Y random variable:

Show that for any non-negative X random variable:

Thank you very much in advance! - October 22nd 2011, 11:04 AMTKHunnyRe: Expected value of random variable
As it is written, I'm not sure it exists.

Anyway, it looks like a simple job for an Integration by Parts. Let's see what you get. - October 22nd 2011, 11:55 AMdougRe: Expected value of random variable
- October 23rd 2011, 02:08 AMMooRe: Expected value of random variable
Hello,

Since X is almost surely positive, you can say that

and then change