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Question

Prove that : p0f(x)dx=limn1nnpi=1f(in)

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Solution

RHS: limn 1nnpi=1f(in)
Let in=x and 1n=dx
When i=1,x=1n=1α=0
When i=np,x=npn=p
limn 1nnpi=1f(in)=p0f(x)dx = LHS

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