ExpectedValue

ExpectedValue[f, list] gives the expected value of the pure function f with respect to the values in list.

ExpectedValue[f, dist] gives the expected value of the pure function f with respect to the symbolic distribution dist.

Examples

Expected value from a list:

ExpectedValue[#^2 &, {1, 2, 3, 4}]
(* 15/2 *)

Expected value from a distribution:

ExpectedValue[x^2, NormalDistribution[0, 1], x]
(* 1 *)

Please visit the official Wolfram Language Reference for more details.