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December 7th, 2016, 09:06 AM   #1
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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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