I'm a little rusty with my calculus so I was hoping if anyone would help me with the following integral:
$\int_{-\infty}^{\infty} \prod _{i=1}^ne^{-(y-v_i)}e^{-e^{-(y-v_i)}}dy$
I'm a little rusty with my calculus so I was hoping if anyone would help me with the following integral:
$\int_{-\infty}^{\infty} \prod _{i=1}^ne^{-(y-v_i)}e^{-e^{-(y-v_i)}}dy$
Using $x=\mathrm e^{-y}$, the integral you are interested in is $ I=\int_0^{+\infty}\prod_{i=1}^n\left(x\mathrm e^{v_i}\cdot\mathrm e^{-\mathrm e^{v_i}x}\right)\cdot\frac{\mathrm dx}x=\int_0^{+\infty}ax^{n-1}\mathrm e^{-bx}\mathrm dx, $ for some suitable positive $a$ and $b$, depending on $(v_i)_{1\leqslant i\leqslant n}$, that I will let you discover. Thus, $ I=\int_0^{+\infty}ab^{-n}x^{n-1}\mathrm e^{-x}\mathrm dx=(n-1)!\cdot ab^{-n}. $