- #1

sudu.ghonge

- 36

- 1

I came across a line

and then a few lines after that, the expected value of a a function g(x) is said to be given by:when one knows the probability distribution of X but one does not explicitly know the distribution of g(X).

∫f(x)g(x)dx. However, if g(x) is not explicitly known, how does one calculate the integtral?