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

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:

Do you know this rule?

And how to apply it?

Re: Normal distribution problem

Thank you, I thought I had to integrate it.