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单词 ExpectationOfANonNegativeRandomVariable
释义

Expectation of a non negative random variable


For any non negative continuous random variable having distribution functionMathworldPlanetmath F(X) we have the followings:

  1. 1.

    E[X]=0Pr[X>t]dt

  2. 2.

    E[Xr]=r0tr-1Pr[X>t]dt

  3. 3.

    E[min(X,T)]=T-0F(T)𝑑t

  4. 4.

    E[X|X<T]=T-1T0TF(t)dtwhere T is a constant.

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更新时间:2025/5/5 2:58:25