Question: (a) If X is a discrete random variable with probability mass function p(x), then for any real-valued function g, (b) If X is a continuous

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

E[g(X)]= g(x)p(x) x:p(x)>0

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

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E[g(X)]= g(x)p(x) x:p(x)>0

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