- 1,270

- 0

∞

∫g(x) [f

_{X}(x)] dx

-∞

============================

Even though X is continuous, g(X) might not be continuous.

If W happens to be a

**discrete**random variable, does the above still hold? Do we still

**integrate**∫ (instead of sum ∑)?

Does it matter whether W itself is discrete or continuous?

Thanks!