- #1
rdioface
- 11
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Help with Gaussian integration problem please :)
Compute the improper integral
[itex]\int^{\infty}_{-\infty}x^{2}e^{-x^2}dx[/itex]
given
[itex]\int^{\infty}_{-\infty}e^{-x^2}dx=\sqrt{\pi}.[/itex]
Just the rule for doubly-improper integrals I guess:
[itex]\int^{\infty}_{-\infty}f(x)dx=\lim_{a\rightarrow-\infty}\lim_{b\rightarrow\infty}\int^{b}_{a}f(x)dx[/itex]
[itex]erf(x)[/itex] is beyond the scope of this course and thus cannot be utilized in any way.
I can't see any substitutions that would make things easier, and integration by parts doesn't seem useful (choosing to derive [itex]u=e^{-x^2}[/itex] and integrate [itex]dv=x^{2}dx[/itex] will never simplify or isolate [itex]e^{-x^2}[/itex], and you can't choose to integrate [itex]dv=e^{-x^2}dx[/itex] and derive [itex]u=x^2[/itex] because we are only given the special case of [itex]\int^{\infty}_{-\infty}e^{-x^2}dx[/itex] and not a general antiderivative.
Homework Statement
Compute the improper integral
[itex]\int^{\infty}_{-\infty}x^{2}e^{-x^2}dx[/itex]
given
[itex]\int^{\infty}_{-\infty}e^{-x^2}dx=\sqrt{\pi}.[/itex]
Homework Equations
Just the rule for doubly-improper integrals I guess:
[itex]\int^{\infty}_{-\infty}f(x)dx=\lim_{a\rightarrow-\infty}\lim_{b\rightarrow\infty}\int^{b}_{a}f(x)dx[/itex]
[itex]erf(x)[/itex] is beyond the scope of this course and thus cannot be utilized in any way.
The Attempt at a Solution
I can't see any substitutions that would make things easier, and integration by parts doesn't seem useful (choosing to derive [itex]u=e^{-x^2}[/itex] and integrate [itex]dv=x^{2}dx[/itex] will never simplify or isolate [itex]e^{-x^2}[/itex], and you can't choose to integrate [itex]dv=e^{-x^2}dx[/itex] and derive [itex]u=x^2[/itex] because we are only given the special case of [itex]\int^{\infty}_{-\infty}e^{-x^2}dx[/itex] and not a general antiderivative.