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@@ -54,7 +54,17 @@ |
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\begin{aufgabe} |
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\begin{enumerate}[(a)] |
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\item a |
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\item Es gilt |
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\begin{align*} |
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\int_0^\infty \P(X > y) \d{y} &= \int_0^\infty \int_y^\infty \mathbbm{f}^X(x) \d{x} \d{y}\\ |
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&= \int_0^\infty \int_0^\infty \mathbbm{f}^X(x)\mathbbm{1}_{x>y} \d{x} \d{y}\\ |
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\intertext{Fubini} |
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&= \int_0^\infty \int_0^\infty \mathbbm{f}^X(x)\mathbbm{1}_{x>y} \d{y} \d{x}\\ |
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&= \int_0^\infty \int_0^x \mathbbm{f}^X(x) \d{y} \d{x}\\ |
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&= \int_0^\infty x\mathbbm{f}^X(x) \d{x}\\ |
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&= \int_\Omega X(\omega) \mathbbm{f}(\omega) \d{\omega}\\ |
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&= \E(X) |
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\end{align*} |
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\item Es gilt |
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\begin{align*} |
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\E(X) &= \int_0^\infty \P(X > y) \d{y}\\ |
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