ThmDex – An index of mathematical definitions, results, and conjectures.
F10956
Formulation 0
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 $P$
Let $p \in (0, \infty)$ be a D993: Real number.
Then \begin{equation} \mathbb{E} X^p = \int^{\infty}_0 \mathbb{P}(X > t) p t^{t - 1} \, d t \end{equation}