8.3概率论与数理统计Improper Integrals Infinite Limits of Integration.pdf

Improper Integrals (I): Infinite Limits of Integration Problem Introduction Proper Integral: Integration interval [a , b ] is finite. e x t e n How to do? By the limit of proper integral! d Improper Integral: Integration interval [a, ] or(, b] or(, ) is infinite. Problem Introduction b In the definition of a f (x)dx it was assumed that the interval [a,b] was