Hi,
I am struggling to work the expected value of a continous PDF.
Basically, if a random variable X follows a distribution P(X), then I am
interested in the expected value of f(X). So far, I can only find a
number of "recipes" for working out the expected value of P(X) (i.e.,
\int_{-\infty]^{+\infty}xP(x)dx). However, I don't understand where this
formula comes from (even though, intuitively, it makes sense :D), and I
don't really know how to tackle the expected value of my function with a
random variable.
I would be most grateful for any references or suggestions.
Thanks
Jose
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