You know the probability distribution p(x)p(x) of a random v…
You know the probability distribution p(x)p(x) of a random variable xx, which is defined in the interval a≤x≤ba \le x \le b. You are interested in a function f=f(x)f=f(x) that directly depends on the variable xx. How do you calculate the expected average result for f(x)f(x)?