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Integral of arbitrary CDF

  1. Oct 21, 2013 #1
    Let F be any distribution function. With either the indefinite integral, or taking limits at plus and minus infinity, is there an equivalent expression to ∫ F(x)dx ? Can we derive one?

    Thanks.
     
  2. jcsd
  3. Oct 21, 2013 #2
    If F yields a continuous distribution, you might think about integration by parts.
     
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