Compute moments

For discrete X, E[g(X)]=∑g(x)p(x). For continuous X, integrate g(x)f(x) over its support, when the expectation exists. The mean is E(X), the second raw moment is E(X²), and Var(X)=E(X²)-[E(X)]². Standard deviation is √Var(X). Expected value is a long-run weighted average; it need not be a possible observed value.