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View Full Version : Solving an integral which was inspired by a problem in probability


hoenir
Dec29-11, 05:38 PM
Is there any way to solve either of the following integrals

\int_{-\infty}^{\infty}{F(a + bx)f(x) dx} or \int_{-\infty}^{\infty}{F^{2}(a + bx)f(x) dx},

where F^\prime(x) = f(x) and \int_{-\infty}^{\infty}{f(x) dx} = 1.

I know that it is easy to integrate \int_{-\infty}^{\infty}{F(x)f(x) dx} using substitution, but are there any similar tricks to solve the above integrals?