E(X) and Var(X) for continuous probability distributions

E(X) and Var(X) for continuous probability distributions

In general, you can find the expectation and variance of a continuous random variable over the entire range of x using

E(X)=∫xf(x)dx

and

Var(X)=∫x2f(x)dx−(E(X))2

Uniform Distribution

If X follows a uniform distribution then

f(x)=1b−awherea≤x≤bE(X)=a+b2Var(X)=(b−a)212

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