May 29, 2009 #1 S saeddawoud Full Member level 3 Joined Apr 27, 2007 Messages 153 Helped 6 Reputation 12 Reaction score 1 Trophy points 1,298 Activity points 2,144 mathematical manipulation Hello, Can I write the following integral: \[\int_{\gamma}^{\infty}\left(f_X(x)-F_Y(x-\gamma)\,f_X(x)\right)\,dx\] in the form of: \[\int_0^{\infty}F_Y(\alpha)\,f_X(\alpha+\gamma)\,d\alpha\] ? where \[f_X(x)\] and \[F_X(x)\] are the PDF and CDF of the random variable \[X\], respectively.. Regards Last edited by a moderator: Aug 27, 2010
mathematical manipulation Hello, Can I write the following integral: \[\int_{\gamma}^{\infty}\left(f_X(x)-F_Y(x-\gamma)\,f_X(x)\right)\,dx\] in the form of: \[\int_0^{\infty}F_Y(\alpha)\,f_X(\alpha+\gamma)\,d\alpha\] ? where \[f_X(x)\] and \[F_X(x)\] are the PDF and CDF of the random variable \[X\], respectively.. Regards