- #1
phiiota
- 29
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Homework Statement
For any cdf F(x) of a continuous random variable, show that
[tex]\int_{-\infty}^{\infty}[F(x+b)-F(x+a)]dx=b-a[/tex]
for any a<b.
Homework Equations
The Attempt at a Solution
Not really sure where to begin. I figure I can split the integrals and do u subs, and (after some magic I don't understand) I'll end up with something along the lines of R+b-(R+a)=b-a, but I have no idea what to do with these cdfs (i mean, I have no idea what R would be, or even if that's right at all). I've looked all over the internet, and the only thing I could find that talked about integrating a cdf was that E(x) = int (1-F(x)) when f(x) was non negative, but I don't seem to have that situation here.
Anyway, a push in the right direction would be most appreciated.