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

solved How to find Expectation of a Random Variable √X in probability