How to find integral of this abstract function? \(\int_{-\infty}^{u}n(n-1)[F(u)-F(v)]^{n-2}f(u)f(v)dv\)
I got as far as pulling out the constants: \(n(n-1)f(u)\int_{-\infty}^{u}[F(u)-F(v)]^{n-2}f(v)dv\)
And also, F is the antiderivative of f
Apparently the answer is \(nf(u)[F(u)]^{n-1}\)
\[\int\limits a^n = \frac{ a^{n+1} }{ n+1 }+k\]
\[n-2+1 = n-1\]
once you have your answer, evaluate from 0 to u and then take the limit as it approaches ∞
I'm not sure how to deal with the f(v) though :S
since it's being multiplied
\[n(n-1)\int_{-\infty}^u\left[F(u)-F(v)\right]^{n-2}f(u)f(v)\;dv\] Assuming F(u) and F(v) are antiderivatives of f(u) and f(v), respectively, make the substitution \[t=F(u)-F(v)\\ dt=-f(v)\;dv\] That should help you get the form @abb0t was suggesting.
:o Oh I see what you mean.. that's a good idea :)
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