The Darth Vader Rule

In: Tatra Mountains Mathematical Publications, vol. 52, no. 2

Pat Muldowney - Krzysztof Ostaszewski - Wojciech Wojdowski

Detaily:

Rok, strany: 2012, 53 - 63

Kľúčové slová:

expected value, Henstock integral, integration by parts

O článku:

Using Henstock's generalized Riemann integral, we show that, for any almost surely non-negative random variable $X$ with probability density function $f_X$ and survival function $s_X(x):=\int_x^∞f_X(t) dt$, the expected value of $X$ is given by $\mathbf{E} (X)=\int₀^∞s_X(x) dx$.

Ako citovať:

ISO 690:

Muldowney, P., Ostaszewski, K., Wojdowski, W. 2012. The Darth Vader Rule. In Tatra Mountains Mathematical Publications, vol. 52, no.2, pp. 53-63. 1210-3195.

APA:

Muldowney, P., Ostaszewski, K., Wojdowski, W. (2012). The Darth Vader Rule. Tatra Mountains Mathematical Publications, 52(2), 53-63. 1210-3195.