MathGroup Archive 2006

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Integration of cumulative distribution function.


I am new to mathematica and I am looking to integrate the cumulative
distribution function.  I am looking to integrate from 0 to T where
sigma and mu vary by time.   I am not sure how to set this up.  If I use
mu * t and for mu and sigma * square root of t for sigma mathematica
just returns what I type in.  So for
integrate[CDF[mu*t,sigma*t^.5],{0,T}] just returns what I typed in.  I
am looking for any help.

Thanks,
Jeff


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