Continuous random square expectation transformation

For a continuous random variable Y, if the probability density function is f(x) and the transformation function is t(x):

E(Y^2)=\int t(x)^2 f(x) dx

flashcards

Question	Answer
What is the formula for the expectation of the square of a continuous random variable Y after a transformation t(x)?	E(Y^2) = \int t(x)^2 f(x) \, dx where f(x) is the probability density function.