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②
A stochastic quantity X can characterized by so-called
expectation
values
of variables or functions of x.
5.2
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:
(
)
∞
=
⋅
∫
61
( )
( ) ( )
E g X g x f x dx
−∞