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