Hea, I am asking for a question about the expected value.
Suppose the postive continuous random variable X, Y, Z1, Z2,Z3,Z4. Moreover,
Y, Z1,Z2,Z3,Z4 are independent. The pdf of them are given. They satisfy the
following relationship.
__
| Y if Y<Z
X =
| Z1 if 2Z>Y>Z
| Z2 if 3Z>Y>2Z
| Z3 if 4Z>Y>3Z
| Z4 other
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I need to find the expected value of X. What should I do?Thanks in advance!
.
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