Hey Shakarri.e

I would work it out by getting the joint distribution of all your random variables and then using that to calculate 1/n*E[X1 + X2 + .. + XN].

As an example for two random variables you would get 1/2 * Integral (over space of all possiblities) (x1+x2)*f(x1,x2)dx1dx2. This works in all cases including truncated distributions.

You can extend this to as many variables as you want: the difference will be the number of integrals and the joint density function will be of n variables.