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(Apologies, this was initially incorrectly posted on mathoveflow)

In the MIT 18.01 practice questions for Exam 4 problem 3b (link below), we are asked to express $\int^1_0x^2 e^{-x^2} dx$ in terms of $\int^1_0e^{-x^2} dx$

I understand that this should involve using integration by parts but the given solution doesn't show working and I'm not able to obtain the same answer regardless of how I set up the integration.

Link to the practice exam:

http://ocw.mit.edu/courses/mathematics/18-01-single-variable-calculus-fall-2006/exams/prexam4a.pdf

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    @Miles: This is not just a practice "exercise." When one looks at the normal distribution, its mean, and its variance, a relationship like the one in the problem shows up.2011-07-05

3 Answers 3

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Hint: $x^2 e^{-x^2} = x ( x e^{-x^2})$ and the second factor is a derivative.

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    I'd bet Willie's comme$n$t was, too...2011-07-05
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Hint: Consider integration by parts of $\int_0^1 {e^{ - x^2 } 1 \, dx}.$

Edit: $ \int_0^1 {e^{ - x^2 } 1 \,dx} = e^{ - x^2 } x|_0^1 - \int_0^1 {e^{ - x^2 } ( - 2x)x \,dx} = e^{ - 1} + 2\int_0^1 {x^2 e^{ - x^2 } \,dx} . $

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You can use this result as well: \int e^{x} \bigl[ f(x) + f'(x)\bigr] \ dx = e^{x} f(x) +C

So your integral can be rewritten as \begin{align*} \int\limits_{0}^{1} x^{2}e^{-x^{2}} \ dx & = -\int\limits_{0}^{1} \Bigl[-x^{2} -2x\Bigr] \cdot e^{-x^{2}} -\int\limits_{0}^{1} 2x \cdot e^{-x^{2}}\ dx \end{align*}

The second part of the integral can be $\text{easily evaluated}$ by putting $x^{2}=t$.

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    I don't see how you use the result in the first line to evaluate anything here. After you substitute $x^2=t$ in the middle integral, I don't see what functions as $f$ to allow use of the first identity.2011-07-06