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