I would like to find the CDF from an estimated PDF. This PDF was estimated from Kernel Density Estimation (with a Gaussian kernel using a 0.6 width window).
I know, in theory, that the CDF can be estimated as: $F_{X}(x) = \int_{-\infty}^{x}f(t)dt$
Is it possible to apply this integral directly on the estimated pdf? In this case, I am using python.
thanks in advance.