Abstract
In Lesson 4, Part II, we saw traditional examples of continuous CDFs for one real valued random variable restricted to those cases for which the CDF was the Riemann integral of its PDF. Extending this fundamental theorem of integral calculus to Lebesgue integration involves a long array of details which we leave to such texts. The following is a summary for R; recall that in R, Lebesgue measure A is generated from the lengths of intervals: A(a,b] = b − a, etc.
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© 1989 Springer Science+Business Media New York
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Nguyen, H.T., Rogers, G.S. (1989). Joint Distributions: Continuous. In: Fundamentals of Mathematical Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1013-9_37
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DOI: https://doi.org/10.1007/978-1-4612-1013-9_37
Publisher Name: Springer, New York, NY
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