设随机变量ξ 的概率密度f(x）= 1/[π(1+x^2)] E[g(x)] = S(-无穷->+无穷)g(x)f(x)dx = S(0->2)2xdx/[π(1+x^2)] + S(2->+无穷）dx/[π(1+x^2)]= 1/π*ln(1+x^2)|(0->2) + 1/π*arctan(x)|(2->+无穷）= (ln5)/π + [...