Question: Expected Value of a function

Hello people in Mapleprimes,

 

I want to do calculations about an expected value.

For example,

expectedvalueofc.pdf

that is, \int_a^b c d \Omega

 

where, \Omega is a distribution function of c. 

 

But, I don't know whether this equation can be put into worksheet.

Is there no way other than writing this as 

\int_a^b c g(c) dc, 

where g shows a probability density function.

 

Can I use Statistics[ExpectedValue] to calculate expected value with a general distribution function, not specified 

to normal distribution?

 

I hope you will give me some hints.

 

Best wishes.

 

 

 

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