The formula for the expected value of a continuous random variable is the continuous analog of the expected value of a discrete random variable, where instead of summing over all possible values we in...The formula for the expected value of a continuous random variable is the continuous analog of the expected value of a discrete random variable, where instead of summing over all possible values we integrate (recall Sections 3.4 & 3.5). For the variance of a continuous random variable, the definition is the same and we can still use the alternative formula given by Theorem 3.5.1, only we now integrate to calculate the value:
