Register to reply

Expected value

by webbster
Tags: expected
Share this thread:
Apr22-10, 08:12 AM
P: 8
Hi All,

i got a short question concerning the ev of a monotone decreasing function.

when i got a nonnegative random variable t, then its ev (with a continuous density h(.)) is given by
Then if v is a nonpositive random variable, is its ev given by
i got that the ev of a monotone increasing function g(x) is:

Now, let b(x) denote a monotone decreasing function. Therefore: z(x)=-b(x) is a monotone increasing function.
Am I correct, that it got the ev of b(x) by
and thus
E(b(x))= - [int]z'(x)(1-F(x))dx

any thoughts are highly appreciated!

thanks alot!
Phys.Org News Partner Science news on
Mysterious source of ozone-depleting chemical baffles NASA
Water leads to chemical that gunks up biofuels production
How lizards regenerate their tails: Researchers discover genetic 'recipe'
Apr22-10, 05:23 PM
Sci Advisor
HW Helper
EnumaElish's Avatar
P: 2,481
What is F(.)? How is it related to h(.)? Why not use E[v] = [int] v h(v) dv?
Apr23-10, 05:46 AM
P: 8
Quote Quote by EnumaElish View Post
What is F(.)? How is it related to h(.)? Why not use E[v] = [int] v h(v) dv?
oh i am sorry... just a typo.

F(.) should be H(.) and represent the cdf to the pdf h(.)...

Register to reply

Related Discussions
Expected Value Calculus & Beyond Homework 1
Expected value Set Theory, Logic, Probability, Statistics 11
Expected value General Physics 4
Expected Value, Expected Variance,covariance General Math 0
Expected Value - Please Help Calculus & Beyond Homework 2