Taylor Series Linearization of f(x) Around x0

[afallingbomb]

I am trying to linearize a function, f(x), where x is a normally distributed N(0,1) random variable. How can I perform a taylor series expansion around a deterministic value x0? Thanks.

 

[mathman]

You just expand as you would in the ordinary case.

f(x)=f(x0) + (x-x0)f'(x0) + ...

x being a random variable has no effect on the expansion. It matters only to the extent you want statistical properties of f(x).