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4.2 Expectation Of A Function Of A Random Variable:

If g(.) is a function of such that g(X) is a random variable and E[g(X)]

i) if X is a discrete random variable with probability mass function p(x), then for any real-valued function g,

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function of a random variable

ii) if X is a continuous random variable with probability density function f(x), then for any real-valued function g,

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