X is a continuous random variable. Note that X = max (0, X) – max (0, -X) show that E (X) = | P(X > t) dt – | P(X < t) dt %3D

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter5: Inner Product Spaces
Section5.CR: Review Exercises
Problem 62CR
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X is a continuous random variable. Note that
X = max (0, X) – max (0, -X)
show that
E (X)=
P (X > t) dt – | E
P(X < t) dt
Transcribed Image Text:X is a continuous random variable. Note that X = max (0, X) – max (0, -X) show that E (X)= P (X > t) dt – | E P(X < t) dt
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