I need help with the following problem.

Let be a continuous random variable with pdf that is positive provided , and is equal to zero elsewhere. Show that

where is the cdf of .

Thanks in advance

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- Oct 31st 2008, 06:32 AMakolman[SOLVED] Expectation and Cumulative Distribution Function
I need help with the following problem.

Let be a continuous random variable with pdf that is positive provided , and is equal to zero elsewhere. Show that

where is the cdf of .

Thanks in advance - Oct 31st 2008, 01:59 PMmr fantastic
The proof is the same as the one given in this thread: http://www.mathhelpforum.com/math-he...functions.html