Mean

• The mean of a random variable is its expectancy.
• Theorem: The mean of random variable \(X\) can be computed from its CDF as

\[ \mathbb{E}[X] = \int\limits_{0}^{\infty} (1- F_X(t))\; dt - \int\limits_{-\infty}^{0}F_X(t)\; dt \]