作者frankgood (法蘭克)
看板Statistics
標題[問題]請教一題累加機率的證明題
時間Wed Dec 9 21:47:28 2009
Suppose that Y is a continuous random variable with density f(y) that is
positive only if y大於等於0.
If F(y) is the distribution function , show that
∞ ∞
E(y)=∫ yf(y)dy = ∫ [ 1 -F(y)]dy
0 0
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1F：推 west1996:把y改成積分0到y的1dx，然後對調積分順序就出來了 12/09 23:11
2F：推 ksherry:令y = u f(y)dy = dv 用分部積分 12/09 23:44