Continuous random expectation transformation
For a continuous random variable, if the probability density function is f(x) and the transformation function is t(x):
E(g(X))=\int_a^b\,t(x)\times f(x)\,\,dx
| Question | Answer |
|---|
| What is the formula for the expectation of a transformed continuous random variable g(X)? | E(g(X)) = \int_a^b t(x) f(x) \, dx |
| In the formula E(g(X)) = \int_a^b t(x) f(x) \, dx, what do f(x) and t(x) represent? | f(x) is the probability density function, and t(x) is the transformation function. |
Inlinks
continuous random linear transformation
pageindex
normal distribution addition
Outlinks
probability density function
continuous random variable
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