I guess this question can go in either this section or analysis, it came form my stats class, so I'll put it here.

Let A = {a,b,c}, F = and P be a probability measure that that:

P({a})=1/2 P({b})=1/6 P({c})=2/6, then (A,F,P) is a probability space.

Define Y:A-->R as Y(w) = 1 if w = a or c and Y(w) = 0 if otherwise.

Let be the probability distribution of Y

Find

My problem is I'm not really sure what this integral represents. It looks like it should just be the expected value of Y, but I'd prefer to calculate it directly.

What I have is that since X(w) can only take 2 values, 0 and 1, we have that answer is

Any thoughts?