My question might be too simple. But I could not find any source giving the answer. Can you please explain the running integral?
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It seems to be an electrical engineering term, used in signals work. I have no idea what it means. – almagest May 20 '16 at 08:37
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I have only seen this term in this Q&A – Giuseppe Negro May 20 '16 at 08:48
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If $$S(t) = \int_{-\infty}^ts(\tau)d\tau$$ then $S$ is the running integral of $s$. For example the relation between the functions of accumulated probability and probability density.
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Interesting. I have never seen it in the probability context. Is $t$ usually time? Is that where the name comes from? – almagest May 20 '16 at 08:50
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Yes many one-dimensional signals have time as their dimension. I think that is why $t$ is often used as variable. – mathreadler May 20 '16 at 08:54