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| December 7th, 2016, 08:06 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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