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May 21, 2019 at 8:35 vote accept Yejin
May 21, 2019 at 7:05 comment added Giskard And the method is called Riemann-Stieltjes integral.
May 21, 2019 at 7:03 history edited Giskard CC BY-SA 4.0
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May 21, 2019 at 6:12 comment added Bertrand This notation also allows to encompass the case of discrete random variables, in which case $$U(F) = \int u(z) dF(z)=\sum_k u(z_k) p(z_k) $$
May 21, 2019 at 5:01 history answered Regio CC BY-SA 4.0