Actually I was trying to find the expected value, nevertheless, hope someone can give me some idea of deriving the result:

given: $\displaystyle f(x|\theta)=\frac{x}{\theta ^2}e^{(-x^2)/(2\theta ^2)}$ $\displaystyle x\geq 0$

I want to solve for: $\displaystyle \int_{0}^{\infty}\frac{x^2}{\theta ^2}e^{(-x^2)/(2\theta ^2)}.dx$ .