- #1

- 4

- 0

Int(from 0 to x) (1-F(x-t)) dF(x)

and do not know how to calculate...:-(

You are using an out of date browser. It may not display this or other websites correctly.

You should upgrade or use an alternative browser.

You should upgrade or use an alternative browser.

- Thread starter benoardo
- Start date

In summary, the conversation is about a problem with calculating an integration involving the density function F(x) and the expectation. The conversation also discusses the concept of integrating with respect to different variables and the formula for the distribution of the sum of two independent random variables.

- #1

- 4

- 0

Int(from 0 to x) (1-F(x-t)) dF(x)

and do not know how to calculate...:-(

Physics news on Phys.org

- #2

Science Advisor

Homework Helper

- 9,426

- 6

If it help,s dF(x) = (dF/dx)dx

- #3

- 4

- 0

but another problem is, that I do not know the density and need to have a result within F(x)

- #4

Science Advisor

Homework Helper

- 9,426

- 6

What's the integral of 1 with respect to x? 1 wrt y? 1 wrt F(x)?

Now what's the integral of x wrt x? y wrt y, F(s) wrt F(s)?

Note, I don't think you want an x in the integrand and in the limit.

- #5

- 4

- 0

And i have a x in the itegrand as well as in the limit.

As I said before: int(0 to x) 1-F(x-t) wrt F(t), sorry so you are write, it is F(t) not F(x)!

- #6

- 4

- 0

Let x, y be independent rvs with dfs F and G then holds for the distribuntion of the sum x+y:

H(a)=P(x+y<=a)=int F(a-v)dG(v).

Integration to density function is a mathematical process used to calculate the area under a probability density curve. It is commonly used in statistics and probability to calculate the probability of a certain event occurring within a given range of values.

Integration to density function is calculated by taking the integral of a probability density function over a given range of values. This can be done through numerical methods or by using calculus techniques such as the fundamental theorem of calculus.

The purpose of integration to density function is to calculate probabilities of events occurring within a given range of values. This can be useful in various fields such as statistics, finance, and engineering.

Integration to density function has many applications in various fields, such as calculating the probability of stock prices reaching a certain level, estimating the likelihood of a disease occurring within a population, and determining the expected value of a continuous variable.

Some common techniques used in integration to density function include the trapezoidal rule, Simpson's rule, and Monte Carlo integration. These methods can be used to approximate the area under a curve and calculate the probability of events occurring within a range of values.

Share:

- Replies
- 4

- Views
- 1K

- Replies
- 4

- Views
- 793

- Replies
- 2

- Views
- 990

- Replies
- 4

- Views
- 859

- Replies
- 4

- Views
- 1K

- Replies
- 2

- Views
- 793

- Replies
- 4

- Views
- 1K

- Replies
- 1

- Views
- 921

- Replies
- 3

- Views
- 1K

- Replies
- 3

- Views
- 1K