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Math Help - [SOLVED] Expectation and Cumulative Distribution Function

  1. #1
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    [SOLVED] Expectation and Cumulative Distribution Function

    I need help with the following problem.

    Let X be a continuous random variable with pdf f(x) that is positive provided 0<x<b<\infty, and is equal to zero elsewhere. Show that

    E(X)= \int ^b _0 [1-F(x)]dx where F(x) is the cdf of X.

    Thanks in advance
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  2. #2
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    Quote Originally Posted by akolman View Post
    I need help with the following problem.

    Let X be a continuous random variable with pdf f(x) that is positive provided 0<x<b<\infty, and is equal to zero elsewhere. Show that

    E(X)= \int ^b _0 [1-F(x)]dx where F(x) is the cdf of X.

    Thanks in advance
    The proof is the same as the one given in this thread: http://www.mathhelpforum.com/math-he...functions.html
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