Category Archives: Tail Sum Fromula

Minimum Dice Roll

Suppose that three fair 6-sided dice are rolled.

  1. Let \(M\) be the minimum of three numbers rolled. Find \(\mathbb{E}(M)\).
  2. Let \(S\) be the sum of the largest two rolls. Find \(\mathbb{E}(S)\).

Tail-sum formula for continuous random variable

Let \(X\) be a positive random variable with c.d.f \(F\).

  1. Show using the representation \(X=F^{-1}(U)\) where \(U\) is \(\textrm{unif}(1,0)\) that \(\mathbf{E}(X)\) can be interpreted as the area above the graph on  \(y=F(x)\) but below the line \(y=1\). Using this deduce that
    \[\mathbf{E}(X)=\int_0^\infty [1-F(x)] dx = \int_0^\infty \mathbf{P}(X> x) dx \ .\]
  2. Deduce that if \(X\) has possible values \(0,1,2,\dots\) , then
    \[\mathbf{E}(X)=\sum_{k=1}^\infty \mathbf{P}(X\geq  k)\]