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
107 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)
Math Question: What is the limit as x approaches 3 of (2x^2 + 5x - 3) / (x^2 - 9)?
+
What is the derivative of sin(x)cos(x)tan(x) - sec(x) + csc(x)?
+
Find the basis of vectors for the subspace spanned by {(-3, 2, 5), (1, -4, 1), (2, -1, 7)}.
+
New questions in Mathematics
If we have the sequence: 3, 6, 12, 24 Please determine the 14th term.
find the value of the tangent if it is known that the cos@= 1 2 and the sine is negative. must perform procedures.
Calculate the 6th term of PA whose 1st term is 6.5 and the ratio 5
I) Find the directional derivative of 𝑓(𝑥, 𝑦) = 𝑥 sin 𝑦 at (1,0) in the direction of the unit vector that make an angle of 𝜋/4 with positive 𝑥-axis.
what is the annual rate on ​$525 at 0.046​% per day for 3 months?
Find all real numbers x that satisfy the equation \sqrt{x^2-2}=\sqrt{3-x}
What’s the slope of a tangent line at x=1 for f(x)=x2. We can find the slopes of a sequence of secant lines that get closer and closer to the tangent line. What we are working towards is the process of finding a “limit” which is a foundational topic of calculus.
reduce the expression (7.5x 12)÷0.3
89, ÷ 10
How to do 15 x 3304
When Sara was 15 years old, an uncle left her as inheritanceà a sum of 10,000 euros which he invested in a bank that applies the interest rate of 2,5% annual. Today Sara is 18 years and wants to buy a'car, how much she can ò withdraw from the bank?
Associate each 2nd degree equation with its respective roots. A) x2+6x+8=0 B)x2-5x-6=0
The average undergraduate cost per tuition, fees, room, and board for all institutions last year was $26,025. A random sample of 40 institutions of higher learning this year indicated that the mean tuition, fees, room, and board for the sample was $27,690, and the population standard deviation is $5492. At the 0.05 level of significance, is there sufficient evidence that the cost has increased? (Remember to follow the steps in hypothesis testing)
Consider the function f(x)=1/2(x+1)^2-3. Use the preceding/following interval method to estimate the instantaneous rate of change at 𝑥 = 1.
Find I (Intrest) using simple interest formula of 17700 @ 15% for 4 years
8. Measurement Jillian measured the distance around a small fish pond to be 27 yards. What would be a good estimate of the distance across the pond: 14 yards, 9 yards, or 7 yards? Explain how you decided.
g(x)=3(x+8). What is the value of g(12)
A person travels by car from one city to another with different constant speeds between pairs of cities. She drives for 55.0 min at 100.0 km/h, 14.0 min at 65.0 km/h, and 45.0 min at 60.0 km/h and spends 20.0 min eating lunch and buying gas. (a) Determine the average speed for the trip.
Find the number of liters of water needed to reduce 9 liters of lotion. shave containing 50% alcohol to a lotion containing 30% alcohol.
Construct a set of six pieces of data with​ mean, median, and midrange of 67 and where no two pieces of data are the same.