My Math Forum Expected value - equation

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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: $E[X]-E[X|X \leq q_{\alpha}(X)]=(1-\alpha)\{E[X|X > q_{\alpha}(X)]-E[X|X \leq q_{\alpha}(X)]\},$ where: $q_{\alpha}(X)=inf\{x|P(X \leq x) \geq \alpha\}.$ Is there anybody here who could explain me this equation?

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