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I wanted to confirm something. If we are given a discrete random variable's CDF and we want to find it's expected value we use summation formula. And for continuous we integrate the CDf to find expected value. Right?

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    $\begingroup$ You mean the pdf? $\endgroup$
    – Patricio
    Nov 28 '18 at 7:48
  • $\begingroup$ this is what is confusing me. in continuous do we use pdf or cdf? $\endgroup$ Nov 28 '18 at 8:02
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    $\begingroup$ In general $\int xdF(x)$ in both cases. If the rv is discrete then this integral can be written as a summation. $\endgroup$
    – drhab
    Nov 28 '18 at 8:06
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    $\begingroup$ The pdf in both cases $\endgroup$
    – Patricio
    Nov 28 '18 at 8:40
  • $\begingroup$ I'd like to direct you to this site: newonlinecourses.science.psu.edu/stat414/node/126 $\endgroup$ Jan 21 '19 at 11:44

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