Suppose x is normal variable x~N(a,b)
I need calculate ∫f(y)d(y)
f(y) is the density function of y
how can I write it as an integral of x since we know x's distribution, I mean use the density function of x to substitute the original integral
Thank you. Is there a way I don't need to deal with chi-square dist since it's more difficult to get the integral.
Sorry for not saying it clear earlier. The original question was calculate E(y), since E(y)=∫yf(y)d(y)
can I just use E(y)=E(160x^2)=∫160x^2f(x)d(x)
and f(x) is the density function of normal