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Subject: Expected value from a empirical cdf that is a step function
Date: Sat, 22 Oct 2011 18:50:14 +0000 (UTC)
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Given an empirical cumulative distribution function, i.e. calculated based on real data and thus a step function, how would you calculate the expected value, i.e. in this case, average spell length or expected spell length?

The complicating factor is that the empirical cdf never reaches 100% because the data consists of spell lengths and some of the spells never end. Thus, I have a step cdf that flats out at 60-70% and I would like to know the average of the spells that end at some stage.