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Math Help - How is this integral related to the variance or cdf.

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    How is this integral related to the variance or cdf.

    Hello

    I feel like this is a bit of a stupid question, but I guess worth asking.

    I have come across the integral,

     \int _{-\infty }^x(t-\mu )^2f(t)dt

    where f(x) is a probability density function. This looks kind of familiar! I can't compute this integral analytically. I do however know what the variance is. I was wondering how this integral is related to the cdf or the variance. Maybe its too much of an ask but I was hoping by being able to relate this integral to some known quantity I may be able to evaluate it.

    Thanks for reading
    Last edited by aukie; October 19th 2011 at 11:29 AM.
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