Theorem 7. Let X be a continuous RV, g a function from R to R. Let Y = g(X). Then E[Y] = E[g(X)] = / g(x) fx(x) dx -0-

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter4: Calculating The Derivative
Section4.4: Derivatives Of Exponential Functions
Problem 13E
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Theorem 7. Let X be a continuous RV, g a function from R to R. Let
Y = g(X). Then
E[Y] = E[g(X)] = / g(x) fx(x) dx
Transcribed Image Text:Theorem 7. Let X be a continuous RV, g a function from R to R. Let Y = g(X). Then E[Y] = E[g(X)] = / g(x) fx(x) dx
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