Concerns all aspects of integration, including the integral definition and computational methods. For questions solely about the properties of integrals, use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another tag(s) that typically describe(s) the types of ...

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3
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1answer
83 views
+50

Drawing large rectangle under concave curve

Let $f$ be a continuous concave function on $[0,1]$ with $f(1)=0$ and $f(0)=1$. Does there exist a constant $k$ for which we can always draw a rectangle with area at least $k\cdot \int_0^1f(x)dx$, ...
0
votes
1answer
47 views
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Integrating an expression wrt to a variable which is a function of variables which appear in the expression?

Say I have an expression like this: $$\partial C/\partial a = \frac{(a - y)}{a(1-a)x}$$ where $a$ and $y$ are independent, but $a$ is a function of $x$ and possibly some other variables (i.e. $a = f(...
2
votes
0answers
36 views
+150

Integral involving the von Mises-Fisher distribution

I'm going quickly through the VonMises-Fisher distribution $M$ on $\mathbb S^{d-1}$ and its properties. Its probability density function is: $$f(x; \kappa,\mu)= c(\kappa)\exp(\kappa x^T\mu)$$ where $...
35
votes
2answers
944 views
+50

Prove that $\int_0^1{\left\lfloor{1\over x}\right\rfloor}^{-1}\!dx={1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots.$

Question. Let $$ f(x)=\!\left\{\,\,\, \begin{array}{ccc} \displaystyle{\left\lfloor{1\over x}\right\rfloor}^{-1}_{\hphantom{|_|}}&\text{if} & 0\lt x\le 1, \\ & \\ 0^{\hphantom{|^|}} &\...