Show that $kP(x>k) \le E(XI(X>k))$ where X is Random Variable and k is arbitral positive number k
above is the question from my textbook but cannot recognize what the $I(X>k)$ denotes for.
Any hint?
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2I assume it is the indicator variable for the region. That is it equals $1$ when $X>k$ and $0$ otherwise. – lulu Jun 16 '17 at 11:02
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1This looks similar to Markov's inequality. – StubbornAtom Jun 16 '17 at 11:06
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@lulu thx.. then it's obvious.. – Beverlie Jun 16 '17 at 11:20
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Exactly. Basically an exercise in the definitions. – lulu Jun 16 '17 at 11:24