Integral calculus

Abstract

The following problem is frequently met in Probability and Statistics. Let’s consider a function f: R→ R and a bounded interval [a, b], that is the set of real numbers x such that a≤ x≤ b on which f is defined. We would like to find the area of the part of the plane bounded by [a, b] on x-axis, vertical lines with equations x= a and x= b, as sketched in Fig. 3.1a, and the graph of f.