NExpectation

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

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

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

NExpectation[exprpred,…] gives the numerical conditional expectation of expr given pred.

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