[Math] the derivative of indicator function and integral

real-analysis

How can I take the derivative with respect to $x$ of $f(x)$?
$$
f(x)=\int_{0}^{b} \mathbb{1}_{\{x<a\}}da
$$
1.When $b$ tends to infinity?
2.When $b$ is constant

Note that the function inside the integral is the indicator function

Best Answer

$f(x)$ can be explicitly calculated. $f(x)=m \left([0,b] \cap [x,\infty) \right)=\begin{cases} b & x \le 0 \\ b-x & 0 \le x \le b \\ 0 & x \ge b \end{cases}$

When $b \to \infty$ $f(x) \to \infty $, and it's not differentiable.

For fixed $b$ $f(x)$ is differentiable everywhere except $x=0,b$ and has derivative

$f'(x)= \begin{cases} 0 & x<0 \\ -1 & 0<x<b \\ 0 & x>b \end{cases}$

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