How to Find the Mean of a Probability Distribution?

Identify the random variable and its probability distribution

For a discrete distribution, multiply each value by its probability

Add all the products to get the mean

Use the formula ( mu = sum x , P(x) ) for a discrete distribution

For a continuous distribution, multiply each value by the probability density function

Integrate over all possible values to get the mean

Use the formula ( mu = int_{-infty}^{infty} x f(x),dx ) for a continuous distribution

Check that all probabilities or the density function are properly defined over the distribution

Verify the result has the same units as the random variable

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