Question

Hi I am to prove this: E(X) =int_0^infinity [1 − F (x)]dx. We are to work from left to right. That is, start from the definition of the expectation.

190

likes
951 views

Answer to a math question Hi I am to prove this: E(X) =int_0^infinity [1 − F (x)]dx. We are to work from left to right. That is, start from the definition of the expectation.

Expert avatar
Lurline
4.6
102 Answers
1. Start from the definition of the expectation:
E(X) = \int_0^\infty x f(x) \, dx

2. Use the integration by parts formula, where \( u = x \) and \( dv = f(x) \, dx \):
\int u \, dv = uv - \int v \, du

3. Compute \( du \) and \( v \):
du = dx
v = \int f(x) \, dx = F(x)
(Where \( F(x) \) is the cumulative distribution function)

4. Apply integration by parts:
\int_0^\infty x f(x) \, dx = \Big[ x F(x) \Big]_0^\infty - \int_0^\infty F(x) \, dx

5. Evaluate the boundary term:
\Big[ x F(x) \Big]_0^\infty = \lim_{x \to \infty} x F(x) - 0 \cdot F(0) = 0 \cdot 1 - 0 = 0
(Since \( F(\infty) = 1 \) and \( F(0) = 0 \))

6. Hence, we have:
E(X) = 0 - \int_0^\infty F(x) \, dx = -\int_0^\infty F(x) \, dx

7. Note that \( 1 - F(x) \) is valid for any \( x \):
E(X) = \int_0^\infty [1 - F(x)] \, dx

Answer:
E(X) = \int_0^\infty [1 - F(x)] dx

Frequently asked questions (FAQs)
What percentage of students passed the math test if 120 out of 150 students scored above 70?
+
What is the limit of (x^2 + 3x + 2) / (x^2 + 2) as x approaches infinity?
+
What is the perimeter of a right-angled triangle with legs measuring 8 cm and 15 cm?
+
New questions in Mathematics
A particular employee arrives at work sometime between 8:00 a.m. and 8:50 a.m. Based on past experience the company has determined that the employee is equally likely to arrive at any time between 8:00 a.m. and 8:50 a.m. Find the probability that the employee will arrive between 8:05 a.m. and 8:40 a.m. Round your answer to four decimal places, if necessary.
Y=-x^2-8x-15 X=-7
What is the coefficient of elasticity of the material that must be placed on the heel of the 10 cm high clog, with a base area of 2 cm² so that it deforms only 2 cm when the force on it will be a maximum of 600 N.
5) A family with a father, mother and 3 children must sit on five chairs in a row and the only restriction is that the mother must be at one end. In how many different ways can they be seated?
3(4x-1)-2(x+3)=7(x-1)+2
Suppose 56% of politicians are lawyers if a random sample of size 873 is selected, what is the probability that the proportion of politicians who are lawyers will be less than 55% round your answer to four decimal places
Supposed 60% of the register voters in a country or democrat. If a sample of 793 voters is selected, what is the probability that the sample proportion of Democrats will be greater than 64% round your answer to four decimal places
A National Solidarity Bond offers A 5 year bond offering a gross return of 15% Calculate the AER for this investment. (Give your answer to two decimal places, no need for the percent or € sign in your answer)
Solve this mathematical problem if 3/5 of a roll of tape measures 2m. How long is the complete roll?
If the midpoint of point A on the x=3 line and point B on the y=-2 line is C(-2,0), what is the sum of the ordinate of point A and the abscissa of point B?
Pedro had 80% of the amount needed to buy a game. Of this amount, you spent 15% on a watch and therefore, you will need to add another R$640.00 to purchase this game. Is the value of the game?
78 percent to a decimal
3. A rock is dropped from a height of 16 ft. It is determined that its height (in feet) above ground t seconds later (for 0≤t≤3) is given by s(t)=-2t2 + 16. Find the average velocity of the rock over [0.2,0.21] time interval.
Your boss asks you to plan the sample size for a randomized, double-blind, controlled trial in the clinical development of a cure for irritable bowl disease. Current standard treatment shall be compared with a new treatment in this trial. The S3-guideline of AWM demonstrated a mean change of the summary score of the validated health related quality of life questionnaire at 8 weeks of 16 with standard deviation 23 under standard treatment. You quote the drop-out rate of 11% from literature (previous phase of clinical development). Your research yielded a clinically important effect of 4 that has been found to be the Minimal Clinically Important Difference (MCID). In order to demonstrate superiority of the new treatment over standard of care, you assume that the change in of the summary score of the validated health related quality of life questionnaire follows a normal distribution, and that the standard deviation is the same for both treatments. How many patientes would one need to recruit for the trial to demonstrate the clinically interesting difference between treatments at significance level 5% with 95% power?
Show this compound proposition to be true or false. Paris is the capital of England or Rome is the capital of Italy
X³-27
22. Let [AB] be a chord in a circle C, and k a circle which is internally tangent to the circle C at a point P and to the chord [AB] at a point Q. Show that the line P Q passes through the midpoint of the arc AB opposite to the arc APB.
1. The cost to transport 250 packages of cement 120 kilometers is $600. What will be the cost to transport 500 packages 300 kilometers?
Write decimal as the fraction 81/125 simplified
x(squared) -8x=0