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Giving that X?.X?..., X are N random variable with expectation value X?X?...XN, respectively. Assuming that...

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Giving that X?.X?..., X are N random variable with expectation value X?X?...XN, respectively. Assuming that fx?x?....xn(x? x? .....xn is the joint density function of N random variables. Find the expectation of new random variable, X given by X = g(X?, X?,.....XN) = ? a?x?Hint: you can use concept of marginal probability of k-dimensional RVs with k = 1.

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