Suppose that Y is a continuous random variable with density f (y) that is positive only

Chapter 4, Problem 4.34

(choose chapter or problem)

Suppose that Y is a continuous random variable with density f (y) that is positive only if y 0. If F(y) is the distribution function, show that E(Y ) = " 0 y f (y) dy = " 0 [1 F(y)] dy. [Hint: If y > 0, y = # y 0 dt, and E(Y ) = # 0 y f (y) dy = # 0 %# y 0 dt& f (y) dy. Exchange the order of integration to obtain the desired result.]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