The Darth Vader rule

Open access

ABSTRACT

Using Henstock’s generalized Riemann integral, we show that, for any almost surely non-negative random variable X with probability density function fX and survival function sX(x) := ∫∞ x fX(t) dt, the expected value of X is given by E(Xz) = ∫0 fX(x) dx.

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[4] KURZWEIL, J.: Generalized ordinary differential equations and continuous dependenceon a parameter, Czechoslovak Math. J. 82 (1957), 418-446.

Tatra Mountains Mathematical Publications

The Journal of Slovak Academy of Sciences

Journal Information


CiteScore 2017: 0.37

SCImago Journal Rank (SJR) 2017: 0.363
Source Normalized Impact per Paper (SNIP) 2017: 0.482

Mathematical Citation Quotient (MCQ) 2017: 0.14

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researchers in the all fields of mathematical research

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