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Data · collection · 2015

Another Remark on the Alternative Expectation Formula

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Students in a calculus-based probability course will often see the expectation formula for nonnegative continuous random variables in terms of the survival function.

Description

This alternative expectation formula has a wide spectrum of applications. It is natural to ask whether there is a multivariate version of this formula.

This note gives an affirmative answer by establishing such a formula using two different approaches. The two approaches employed in this note correspond to the two approaches for the univariate case. Supplementary materials for this article are available online.

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Mathematics · Mathematics
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