What is the value of this term and why is it not included in the given passage?

In summary, the conversation discusses the use of integration by parts to obtain a term not included in a given passage. The term is identified as e^{itx} \phi(x) and its value is questioned, with the conclusion that it goes to 0 as x approaches infinity due to the rapid decrease of e^{-x^2}. One person admits to initially making the same mistake but eventually understanding the concept.
  • #1
St41n
32
0
I found this passage in a book:
http://img8.imageshack.us/img8/1452/75717730.jpg
where Φ(x) is the c.d.f. of the normal distribution.
However, using integration by parts I also get this term which is not included in the passage:

[tex] [ e^{itx} \phi(x) ]^{+ \infty}_{- \infty} [/tex]
where i is the imaginary unit and [tex] \phi(x) [/tex] is the normal p.d.f.
So,
[tex] e^{itx} \phi(x) = \frac{1}{\sqrt{2\pi}} \exp \left( -0.5x^2 + itx \right) [/tex]
So, is this term:
[tex] \left[ \frac{1}{\sqrt{2\pi}} \exp \left( -0.5x^2 + itx \right) \right]^{+ \infty}_{- \infty} [/tex]
equal to zero and why? It is not clearly evident to me
 
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  • #2
Yes, as x go to infinity,
[tex]e^{-x^2}[/tex]
goes to 0 very quickly. Quickly enough so that even
[tex]e^{-x^2}e^{x}[/tex] goes to 0 as x goes to positive infinity.
 
  • #3
I kept doing the same fault, but I figured it out now, thanks
 

FAQ: What is the value of this term and why is it not included in the given passage?

What is Integration by parts?

Integration by parts is a method used in calculus to find the integral of a product of two functions. It is based on the product rule from differentiation, and is used when the integral cannot be solved by other methods such as substitution or trigonometric identities.

How does Integration by parts work?

Integration by parts involves breaking the integral of a product of two functions, u and v, into two parts: one part that is easily integrable and another part that can be differentiated and simplified. This is done by using the formula ∫uv' dx = uv - ∫u'v dx, where u' and v' represent the derivatives of u and v, respectively.

When should I use Integration by parts?

Integration by parts should be used when the integral of a product of two functions cannot be solved by other methods, such as substitution or trigonometric identities. It is particularly useful when one of the functions in the product is easily integrable and the other can be differentiated and simplified.

What are the steps for using Integration by parts?

The steps for using Integration by parts are as follows: 1) Identify the two functions in the product and label one as u and the other as v. 2) Use the formula ∫uv' dx = uv - ∫u'v dx to break the integral into two parts. 3) Choose u' and v' such that the integral of u'v is easier to solve than the original integral. 4) Solve the integral of u'v and substitute the values into the formula. 5) Solve for the original integral by simplifying the remaining terms.

What are some common mistakes to avoid when using Integration by parts?

One common mistake when using Integration by parts is to choose u and v incorrectly, resulting in a more complicated integral. It is important to choose u' and v' such that the integral of u'v is easier to solve than the original integral. Another mistake is to forget to apply the formula correctly, leading to incorrect solutions. It is also important to pay attention to any constants or limits that may affect the solution. Lastly, it is important to practice and double-check your work to avoid simple errors in calculation.

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