Law of the Unconscious Statistician – history of the term?

By | July 12, 2018

The "Law of the Unconscious Statistician" states that, for a random variable $X$ with density $f_X(x)$ and a function of it $h(X)$ we have that

$$E[h(X)] = \int_{-\infty}^{\infty} f_X(x)h(x) dx$$

In words, we do not need to obtain the distribution and density of $Z=h(X)$ in order to calculate its expected value.

How this strange name for this law came about? (it does sound a little dismissive).

The wikipedia page does not discuss the issue. The Quora forum has a related thread, but no real historical answer regarding the name is given.