or expectation of a continuous random
is given by
is the probability density function of X.
This represents the average value of X
and is usually denoted by the symbol μ. To find the expected
value of any function of X,
we extend the above definition in the following manner.
One very important
example of this is h(X)
= X2, note however that E[X2]
is not the same as E[X]2.
Note also the similarity between
the above and the corresponding