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How to calculate Expected Value of Random Variable √X

Ali
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1 Answers1

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In case of Discrete Random Variable:

  • E[x]= Σ (x) * P(x)
  • E[√X]= Σ (√x) * P(x)

In case of Continuous Random Variable:

  • E[x]= ∫ (x) * f(x) dx
  • E[√X]= ∫ (√x) * f(x) dx

Integrate on all values of X

Ali
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