Let X_1,....,X_n be iid rv with density f and cumulative distribution function F. Let:

$\displaystyle I_{X1}(a)=1, (\text{if } X_1\leq a) \text{ and}=0, \text{ (otherwise)}$

I want to find the expected value of $\displaystyle I_{X1}(2)$

I can't seems to find the answer since the distribution is unknown to me