Which one of the following gives the average value or expectation

Which one of the following gives the average value or expectation of the random function g(x) of the random variable X? (Given: f(x) is the probability density function)

E[g(x)] =		^∞	g(x)dx
		_{– ∞}

E[g(x)] =		^∞	g(x).f(x)dx
		_{– ∞}

E[g(x)] =		^∞	g*(x)dx
		_{– ∞}

E[g(x)] =		^∞		g(x)		dx
		_{– ∞}		f(x)