[機統] 一題機率與微積分
Let X be a continuous random variable with CDF Fx(x) and PDF fx(X).
∞
Assume ∫ |x|fx(x)dx exists.
-∞
Show that
(a) lim x(1-Fx(x)) = 0 and lim xFx(x) = 0
x→∞ x→-∞
∞ 0
(b) E[X] = ∫ (1-Fx(x))dx - ∫ Fx(x)dx
0 -∞
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