Dose 2016

5.2

② A stochastic quantity X can characterized by so-called expectation values of variables or functions of x.

The expectation value of an arbitrary function g(X) denoted as E(g(X))

is generally obtained from the probability density f(x) by the following integral:

∞

∫

(

)

= ( ) ( ) ( ) E g X g x f x dx ⋅

−∞

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