Minimax estimation of the integral of a power of a density

An integral is classified as improper due to an infinite interval when at least one of its limits of integration extends to positive or negative infinity. In such cases, the region under the curve is unbounded, and standard techniques for evaluating definite integrals are not directly applicable. Instead, the improper integral is defined through a limiting process that allows one to determine whether the accumulated area remains finite despite the infinite domain.Application to Exponential...

Continuous probability distributions are used to model random variables that can take on any real value within a specified range. These variables do not take on isolated or countable values but rather exist on a continuum. For example, the height of an individual can be measured with increasing precision—such as 163.5 or 165.25 centimeters—demonstrating that height is a continuous random variable.The behavior of such variables is described using a probability density function (PDF),...

In many practical and theoretical contexts, the exact value of a definite integral may be inaccessible. This limitation typically arises when the antiderivative of a function is either unknown or cannot be expressed in a closed mathematical form. Alternatively, it can occur when a function is defined not by a formula but by a finite set of empirical data points, such as those collected during experiments. In these cases, approximate integration techniques provide a valuable solution.One of the...

Consider a real-valued function defined on a closed interval. One of the fundamental objectives in calculus is to determine the area under the graph of such a function. When an exact computation is not readily available, this area can be estimated by dividing the interval into a finite number of equal subintervals. Each subinterval corresponds to a rectangle whose width is the length of the subinterval and whose height is determined by the value of the function at a selected point within that...

Evaluating Areas Under Curves with DiscontinuitiesA definite integral is considered improper when the integrand is discontinuous at one of the limits of integration. This occurs when the function is undefined or becomes infinite at an endpoint, making the corresponding region under the curve unbounded. Such behavior is commonly associated with vertical asymptotes at the boundary of the interval. To properly define and evaluate these integrals, a limiting process is used to determine whether a...

Integrals involving non-rational functions are often difficult to evaluate using standard techniques, especially when radicals appear in the integrand. Rationalizing substitution provides a systematic method for simplifying such integrals by converting them into rational forms that are easier to handle.Consider a rod whose linear mass density depends on a constant linear density, a characteristic length, and the distance from the left end of the rod. Determining the total mass requires...