Image analysis frequently deals with shape estimation and image reconstruction. The objects of interest in these problems may be thought of as random sets, and one is interested in finding a representative, or expected, set. We consider a definition of set expectation using oriented distance functions and study the properties of the associated empirical set. Conditions are given such that the empirical average is consistent, and a method to calculate a confidence region for the expected set is introduced. The proposed method is applied to both real and simulated data examples.