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2. Let X be a non-negative random variable with probability density function (pdf) f. (a) Show that
EX=0P(Xx)dx. (b) Using (a), show that E[X]=0x1P(Xx) d x for any >0. [1]

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2 Let X be a nonnegative random variable with probability .pdf

  • 1. 2. Let X be a non-negative random variable with probability density function (pdf) f. (a) Show that EX=0P(Xx)dx. (b) Using (a), show that E[X]=0x1P(Xx) d x for any >0. [1]