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Question: Integral of a general PDF and CDF definition Options

Question:Integral of a general PDF and CDF definition Options

ddcole 4 Maple
September 14 2009
0

am try to integrat the following
 

int((z-x)f(x), x=L...z-1)
 

where f(x) is an undefined PDF, L is the lower bound H is the upper
bound.  The results should look like this
 

(z-1)F(z-1)+int(F(x), x=L..(z-1))  using integration by parts
 

Similarly  I want to integrat
 

int(xf(x), x=z..H) again, using integration by parts the result I am
lookig for should be
 

xF(x) - int(1-F(x), x=z..H).
 

in other words I want to define a generic PDF f(x) and when
integrating an expected value function of the form int(g(x)f(x),
x=L...a) the results are displayed using a generic CDF F(x)
 

Any advice.
 
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