The n-unit moving average of the function f is given by

http://people.hofstra.edu/stefan_waner/RealWorld/SYMB/FR.GIF
f

=

1
http://people.hofstra.edu/stefan_waner/RealWorld/SYMB/FR.GIF
n

http://people.hofstra.edu/stefan_waner/RealWorld/gf/longint.gif

x
 
 
x
-n

f(t) dt

 

 

The 3-unit moving average of f(x) = x1/3 is