Ok, I realized that I should be working with
but I'm still trying to figure out reversing the order of integration.
I want to prove that is true with the only information given being that X is a continuous RV such that P(X > 0) = 1.
The hint that I've received from my teacher is to replace with the integral of the pdf, to get (using dummy variable t) and then switch the order I do the integrals.
Also, with (the definition of E(X)) I'm not sure how I would integrate this without knowing exactly what f(x) is.
Thanks in advance for any help