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Intractability of an integral by deterministic numerical methods

Suppose $X_1,\ldots,X_n$ is an i.i.d. sample from a probability distribution with continuous c.d.f. $F.$ Let $F_n$ be the empirical c.d.f. $$ F_n(x) = \frac 1 n \sum_{k=1}^n \mathbf 1_{X_n\le x} = \fr …