HomeWork_03a

HomeWork_03a - 1 , if n ≤ X , if n > X Now...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
1. If X is a nonnegative integer valued random variable, show that E [ X ] = X n =1 P { X n } = X n =0 P { X > n } . Hint: Define the sequence of random variables I n , n 1, by I n =
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 1 , if n ≤ X , if n > X Now express X in terms of the I n . Can you guess the similar result for continuous case? 1...
View Full Document

This note was uploaded on 01/02/2012 for the course MATH 2603 taught by Professor Han during the Spring '10 term at HKU.

Ask a homework question - tutors are online