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In [[mathematics]], a [[function (mathematics)|function]] on the [[real number]]s is called '''step function''' if it can be written as a finite [[linear combination]] of [[indicator function]]s of [[half-open interval]]s. Informally speaking, a step function is a piecewise constant function having only finitely many pieces.
[[Image:StepFunctionExample.png|right|250px|Example of a step function with n=4.]]
Let the following quantities be given:
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