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

Question

How to calculate Expected Value of Random Variable √X

Answer 1

In case of Discrete Random Variable:

• E[x]= Σ (x) * P(x)
• E[√X]= Σ (√x) * P(x)

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In case of Continuous Random Variable:

• E[x]= ∫ (x) * f(x) dx
• E[√X]= ∫ (√x) * f(x) dx

Integrate on all values of X