Question: Let X and Y be two continuous random variables with joint probability distribution f(x, y). Consider the function g(X). Show that 00 E[g(X)] = 8(x)fi(x)

Let X and Y be two continuous random variables with joint probability distribution f(x, y). Consider the function g(X). Show that

00 E[g(X)] = 8(x)fi(x) dx

00 E[g(X)] = 8(x)fi(x) dx

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