Think about the expectation of x, you just take integral of x*p(x) over the interval from negative infinity to positive infinity. The expectation between a and b is similar, the only difference is that the integration region is from a to b.

2楼说的与我的理解一样。你的说法（“此均值是不是将p(x)曲线与x轴围成的四边形面积等分了”）不对吧。

随机变量和泛函不要弄混了