Lemma 2.1 For a nonnegtive random variable Y, E(Y)=P(Y>y)dy
Lemma 2.1 0 , () ( ) For a nonnegtive random variable Y E Y P Y y dy ∞ = > ∫
Example 2c A stick of length 1 is split at a point U that is uniformly distributed over (0,1).Determine the expected length of the piece that contains that point p,0≤p≤l
Example 2c 1 int (0,1). min int , 0 1. A stick of length is split at a po U that is uniformly distributed over Deter e the expected length of the piece that contains that po p p ≤ ≤