Problem 1 Giving that A's X2, , A's are / random variable with expectation value X1, X2, .... XN, respectively. Assuming that fi, NewAN (X1. *'2, ... .*'N) is the joint density function of / random variables, Find the expectation of new random variable, X given by X = g(X 1, X2. ..., XN) = M Hint: you can use concept of marginal probability of k-dimensional RVs with k = 1