in the Introduction to Probability book (Jessica Hwang and Joseph K. Blitzstein) section that discussed the "Law of Unconscious Statistician", said $E(g(X))$ does not equal $g(E(X))$ in general if $g(X)$ is not linear. I have some idea about the expectation of a function (random variable), but I don't have any idea about the function of expectation, my question is what is it and can you provide any examples?
2026-04-11 20:12:36.1775938356
what is mean by function of expectation?
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