Long ago (20+ years ago), I had this knowledge that integration is used to compute areas under functions or volumes of n-dimensional objects.
But now, I want to specifically know what exactly the integration below (written in R code) is doing in a conceptually deep manner?
H1 = integrate(function(delta) dcauchy(delta, 0, sqrt(2)/2) * dt(2.6, 98, delta*sqrt(20)), -Inf, Inf)[[1]]
## 0.06127036
To be clear, the function dcauchy(...) looks like the following:
And the function dt(...) looks like the following:
