# Thread: Expectation of a density function

1. ## Expectation of a density function

Hi guys,

I have a question about the calculation of the expectation based on a density function where the integral is NOT 1.

Is it okay to normalize such a function and how would this work. Could anybody give a simple example?

Thanks!

2. ## Re: Expectation of a density function

It doesn't really make sense to talk about expectation unless you have a probability measure. If the integral is not 1 you don't have a probability measure. What exactly are you doing?

3. ## Re: Expectation of a density function

Yepp this was also my thought but I read the following: Let be an function, no properties listed but I guess that then they define:

4. ## Re: Expectation of a density function

Tex tags are broken here but math tags work. And they normalize the function there so it should be fine (as long as f>0 for all x)

5. ## The Following User Says Thank You to Dason For This Useful Post:

Stats_Newbie (01-14-2014)

6. ## Re: Expectation of a density function

Okay thanks! Do you know a textbook where the above approach is explained?

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