A random variable x has a probability distribution. How to calculate E(1/(X+1))?

2 answers

is undifines
first normalize it. Area=integral (dx/(x+1) from -inf to inf

then, the expected value of the function is when E=1/2 of the normalized value.

1/2 * Normalized area= int (1/(u+1) du from u=-inf to u=x