$$ E(p(x))=\int_{-\infty}^{+\infty} p(x)\cdot f(x) , \mathrm{d}x $$

$$ E(P(X_{i}…))=\left(\int_{-\infty}^{+\infty} , \mathrm{d}x_{i}\dots\right) p(x_{i}\dots)\cdot f(x_{i}\dots) $$