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    expectation proof question




    bit stuck on this proof. if P(X>=a)=0, then proof E(X) <a.

    try to use the expectation int(xf(x) but getting no where. any suggestion?
    Last edited by pzhao; 11-14-2013 at 08:56 PM.

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    Re: expectation proof question

    I think you skipped a detail or two.
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    Re: expectation proof question

    Quote Originally Posted by Dason View Post
    I think you skipped a detail or two.
    oops if P(X>=a)=0, then proof E(X) <a.

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    Re: expectation proof question


    E[X]=E[X|X<a]P(X<a)+E[X|X\ge a]P(X\ge a)
    Dr. Zoidberg: Fry, it's been years since medical school, so remind me. Disemboweling in your species, fatal or non-fatal?

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