Continuous random square expectation

We can find the continuous random expectation using this formula:

E(X)=\int_a^b x\times f(x)\,\,dx

To find the expectation of X^2 then, we can just do:

E(X^2)=\int_a^bx^2\times f(x)\,\,dx

a and b represent the range of the continuous random variable.

Why do we just square the x^2?

We don’t square the f(x), because the X^2 in E(X^2) means the square of the values, not the probability.

flashcards

QuestionAnswer
What is the formula for the expectation of a continuous random variable X?E(X)=\int_a^b x f(x)\,dx
What is the formula for E(X^2) for a continuous random variable X?E(X^2)=\int_a^b x^2 f(x)\,dx
What do a and b represent in the integral for E(X)?The range of the continuous random variable.
In E(X^2), do you square the f(x) as well?No, X^2 means the square of the values, not the probability.