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Glen_b
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Rafael Lima
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Find CDF from an estimated PDF (estimated by KDE)

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.