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Mean is calculated by substituting x*pdf(x) in the interval to f(x)*pdf(x); similar approach for the variance: just substitute the RV index with the function on the RV index.
Mean is calculated by substituting x*pdf(x) in the interval to f(x)*pdf(x); similar approach for the variance: just substitute the RV index with the function on the RV index.
Sorry pmonon, the mechanics of evaluating integrals was never my stronger side. Anyhow, N(0,1) means normal distribution or uniform distribution for the original RV?
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