# Normal distribution problem

• January 17th 2013, 11:17 AM
zzizi
Normal distribution problem (can anyone help?)
Hi

Can someone help me understand the following question? Please look on this link.

http://i48.tinypic.com/20hk4z9.png

A hint on how to solve this would be much appreciated. I don't know where to begin with it. It's impossible to integrate right? so what other way can be approached?

Any help is welcome - many thanks in advance
• January 17th 2013, 01:47 PM
ILikeSerena
Re: Normal distribution problem
Hi zzizi!

You're not supposed to integrate it (which is possible btw).
You're supposed to apply the rule "integration by parts" to find a recurrence relation.

Integration by parts is summarized as:

$\int u dv = uv - \int v du$

Do you know this rule?
And how to apply it?
• January 18th 2013, 09:14 AM
zzizi
Re: Normal distribution problem
Thank you, I thought I had to integrate it.