Integral of arbitrary CDF

  • Thread starter shoeburg
  • Start date
  • #1
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Main Question or Discussion Point

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.
 

Answers and Replies

  • #2
269
24
If F yields a continuous distribution, you might think about integration by parts.
 

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