A further remark on the alternative expectation formula

Pingfan Song and Shaochen Wang

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 11, 2586-2591

Abstract: In this note, we give a further remark on the alternative expectation formula. We show that the survival function P(X>x) involved in the integral tail expectation formula can be replaced by P(X≥x) which differs from the formula in the discrete case.

Date: 2021
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DOI: 10.1080/03610926.2019.1672743

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