Let X and Y be nonnegative random variables with an

Chapter , Problem 17

(choose chapter or problem)

Let X and Y be nonnegative random variables with an arbitrary joint probability distribution function. Let I (x, y) = B 1 if X > x, Y > y 0 otherwise. (a) Show that E 0 E 0 I (x, y) dx dy = XY. (b) By calculating expected values of both sides of part (a), prove that E(XY ) = E 0 E 0 P (X > x, Y > y) dx dy. Note that this is a generalization of the result explained in Remark 6.4.

Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.

Becoming a subscriber
Or look for another answer

×

Login

Login or Sign up for access to all of our study tools and educational content!

Forgot password?
Register Now

×

Register

Sign up for access to all content on our site!

Or login if you already have an account

×

Reset password

If you have an active account we’ll send you an e-mail for password recovery

Or login if you have your password back