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Expectations and Variances for Continuous Random Variables 11/16

For a continuous random variable defined with a density f, its expectation is:

\begin{displaymath}E[X]=\int_{-\infty}^{\infty} x f(x) dx\end{displaymath}

If the integral $\int_{-\infty}^{\infty} \vert x\vert f(x) dx$ is finite.



 

Susan Holmes
1998-12-07