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Math Help - Normal distribution problem

  1. #1
    Member zzizi's Avatar
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    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
    Last edited by zzizi; January 17th 2013 at 02:13 PM.
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  2. #2
    Super Member ILikeSerena's Avatar
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    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?
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  3. #3
    Member zzizi's Avatar
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    Re: Normal distribution problem

    Thank you, I thought I had to integrate it.
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