ThmDex – An index of mathematical definitions, results, and conjectures.
F10014
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to [0, \infty]$ is a D5101: Random unsigned basic number on $P$
(ii) $F : \mathbb{R} \to [0, 1]$ is a D205: Probability distribution function for $X$
Then \begin{equation} \mathbb{E} (X) = \int^{\infty}_0 (1 - F (t)) \, d t \end{equation}