https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/9e4ac42f796a65e5d2baffd57a0fb88391a3d956/03-Gaussians.ipynb#L316 E[x] = integrate(a->b) f(x) dx should be E[x] = integrate(a->b) x f(x) dx