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December 7th, 2016, 09:06 AM  #1 
Newbie Joined: Dec 2016 From: Poland Posts: 1 Thanks: 0  Expected value  equation
Hi, i came across this equation in book: $E[X]E[XX \leq q_{\alpha}(X)]=(1\alpha)\{E[XX > q_{\alpha}(X)]E[XX \leq q_{\alpha}(X)]\},$ where: $q_{\alpha}(X)=inf\{xP(X \leq x) \geq \alpha\}.$ Is there anybody here who could explain me this equation? 

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