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Melika
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Expected value of a random variable conditioned on a positively correlated event

I have a random variable $x \in [a, b]$ with PDF $f(x)$ and an event $E$ which satisfies the following property for any $x'<b$.

$$\Pr[E|x > x'] \geq \Pr[E]$$

My question is whether or not the following inequality holds.

$$\int_{a}^{b} uf(u)\Pr[E|x=u]du \geq \Pr[E]\int_{a}^{b} uf(u)du$$

Melika
  • 189
  • 1
  • 7