Finite expectation value <-> finite sum over Probabilties

Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
3 replies · 5K views
Mr.Brown
Messages
66
Reaction score
0

Homework Statement


If X is a real valued random variable with E[|X|] finite. <-> [tex]\sum(P(|X|>n))[/tex] finite

, with the sum over all natural numbers from 1 to infinity.

Homework Equations



As a tip I am given that for all integer valued X>0 E(X) = [tex]\sum(P(X)>k[/tex] , where the sum goes over all k =1 to k=infinity (k is a natural number)

The Attempt at a Solution



I don´t really have an idea i tried to find a way to relate integer valued stuff to real valued stuff by summing over all real valued stuff that are not integer.
But don't get anywhere :(
Hope for some advice
 
Physics news on Phys.org
It´s just the expectation value E[|X|]= sum over all |x|*P(|x|).