on page 6 We are told that E(Y) = (integral of blah) dx + M Pr (X > M) What is Pr(X>M)? I have never come across this notation before. Nor have I seen it in the notes. (I will be highly embarrassed if it was in the notes after all! ) thanks in advance
Probability that X (random Variable) is greater than M (constant) It comes from the remainder when you subtract the first integral as given from the integral over everything (which gives the mean)