Another Remark on the Alternative Expectation Formula
- 3 July 2015
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 69 (3) , 157-159
- https://doi.org/10.1080/00031305.2015.1049710
Abstract
Students in a calculus-based probability course will often see the expectation formula for nonnegative continuous random variables in terms of the survival function. 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.Keywords
This publication has 7 references indexed in Scilit:
- Markov's Inequality and Chebyshev's Inequality for Tail Probabilities: A Sharper ImageThe American Statistician, 2015
- A Remark on the Alternative Expectation FormulaThe American Statistician, 2012
- Loss ModelsWiley Series in Probability and Statistics, 2008
- Survival AnalysisPublished by Springer Nature ,2003
- Probability TheoryPublished by Springer Nature ,1997
- ProbabilityPublished by Springer Nature ,1996
- Probability Theory IPublished by Springer Nature ,1977