If W=g(X) is a function of continuous random variable X, then E(W)=E[g(X)]= ∞ ∫g(x) [fX(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!