[R]The integration of the square of the c.d.f of normal distribution

Chin-Shan Chuang chinshan.chuang at stanfordalumni.org
Thu Nov 7 23:22:18 CET 2002

Infinity, no?  The integrand doesn't die at +infinity.  In fact
it's 1 there.

Maybe I missed something.  

"Feng Zhang" <f0z6305 at labs.tamu.edu> wrote:
Assume F(x) is the cdf of stardard normal c.d.f,
and want to get the integration of F(x)^2 over
(-infinite, +infinite).

So whats the value of this integration?
And is there some function to achieve this?



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