NExpectation

NExpectation[expr, x \[Distributed] dist] gives the numerical expectation of expr under the assumption that x follows the probability distribution dist.

NExpectation[expr, {x1, x2, ...} \[Distributed] dist] gives the numerical expectation of expr under the assumption that {x1, x2, ...} follows the multivariate distribution dist.

NExpectation[expr, {x1 \[Distributed] dist1, x2 \[Distributed] dist2, ...}] gives the numerical expectation of expr under the assumption that x1, x2, ... are independent and follow the distributions dist1, dist2, ....

NExpectation[expr \[Conditioned] pred, ...] gives the numerical conditional expectation of expr given pred.

Examples

NExpectation[x^2, x \[Distributed] NormalDistribution[]]
(* 1. *)

NExpectation[x + y, {x \[Distributed] UniformDistribution[], y \[Distributed] UniformDistribution[]}]
(* 1. *)

Please visit the official Wolfram Language Reference for more details.