Integration of cumulative distribution function.

*To*: mathgroup at smc.vnet.net*Subject*: [mg72436] Integration of cumulative distribution function.*From*: "Jeffrey Turner" <turner at finnecon.com>*Date*: Wed, 27 Dec 2006 06:43:28 -0500 (EST)

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