Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-33/5/a/i/solution

For a nonnegative random variable, . Tonelli theorem permits interchanging expectation and this nonnegative integral, giving the tail integral formula for moments:
The equality also holds when the mean is infinite. Thus mean completion time is the total area under the survival function, while a restricted mean survival time integrates only to a specified follow-up horizon.

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