Calculo de Probabilidades

Jackson Romero
September 14, 2016

Sea X una variable aleatoria definidad positiva, demuestre que:E(X) =

P (X > x)

n=0

Se debe utilizar la definicion de valor esperado de una variable aleatoria

E(x) =

x(P (X = x)

n=0

Tenemos, que: E(X) = (0)P (X = 0) + (1)P (X = 1) + (2)P (X = 2) + (3)P (X =

3) + ... = (1)P (X = 1) + (2)P (X = 2) + (3)P (X = 3) + ...
E(X) =
=
=
=
E(X) =
Luego: E(X) =

X
n=0

P (X
P (X
P (X
P (X
P (X

= 1)
= 2)
= 3)
= 4)
1)

P (X > x) =

+
+
+
+

P (X
P (X
P (X
P (X

= 2)
= 3) + P (X = 3)
= 4) + P (X = 4) + P (X = 4)
2) + P (X 3) +

P (X x)

n=1