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Sep 15, 2021 at 5:00 vote accept Optimized Life
Sep 14, 2021 at 18:08 answer added Fiodor1234 timeline score: 2
Sep 14, 2021 at 15:47 comment added Optimized Life @whuber, Thanks, can you explain to me in more detail? If it is in the form of an answer, I would be very grateful.
Sep 14, 2021 at 15:34 comment added whuber The expectation is incorrectly expressed. The expectation is a triple integral, $$E\left[X1_{X\lt Y}1_{X\lt Z}\right] = \int_0^\infty \int_0^\infty \int_0^\infty x 1_{x\lt y} 1_{x \lt z} f_{X,Y,Z}(x,y,z)\,\mathrm{d}x\mathrm{d}y\mathrm{d}z.$$ You can easily evaluate it by assuming $X,Y,Z$ are independent.
Sep 14, 2021 at 14:17 comment added Optimized Life Thanks, I actually know this, but I want to solve this directly by specifying integral intervals.
Sep 14, 2021 at 13:53 comment added Fiodor1234 Notice that $\mathbb{I}_{X<Y}\mathbb{I}_{X<Z}$ is non zero if $X<min(Z,Y)$
Sep 14, 2021 at 13:09 history edited Optimized Life CC BY-SA 4.0
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Sep 14, 2021 at 12:47 history asked Optimized Life CC BY-SA 4.0