Expectation of continuous random variable

1. What is expectation of continuous random variable?
2. What is the expectation of the expectation of a random variable?
3. How do you find the expectation of a random variable?

What is expectation of continuous random variable?

If X is a continuous random variable with pdf f(x), then the expected value (or mean) of X is given by. μ=μX=E[X]=∞∫−∞x⋅f(x)dx.

What is the expectation of the expectation of a random variable?

Expectations of Random Variables

The expected value of a random variable is denoted by E[X]. The expected value can be thought of as the “average” value attained by the random variable; in fact, the expected value of a random variable is also called its mean, in which case we use the notation µX.

How do you find the expectation of a random variable?

To find the expected value, E(X), or mean μ of a discrete random variable X, simply multiply each value of the random variable by its probability and add the products. The formula is given as E(X)=μ=∑xP(x).