Expectation (math)

The expectation of continuously distributed variable $X$ with probability density function $f(x)$ is

${\mbox{E}}[X]=\int \limits _{-\infty }^{\infty }xf(x)dx.$

For a discretely distributed variable $X$ with probability mass function $p_{k}$ it is

${\mbox{E}}[X]=\sum _{k}p_{k}x_{k}$

The expectation is also the mean of random variable $X$.

The expectation with respect to some function $g(X)$ is

${\mbox{E}}[g(X)]=\int \limits _{-\infty }^{\infty }g(x)f(x)dx.$