Infinity, no? The integrand doesn't die at +infinity. In fact it's 1 there. Maybe I missed something.
"Feng Zhang" <f0z6305 at labs.tamu.edu> wrote:
Assume F(x) is the cdf of stardard normal c.d.f, and want to get the integration of F(x)^2 over (-infinite, +infinite). So whats the value of this integration? And is there some function to achieve this? Thanks. ____________________________________________________________________ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._