Show that

If you let , you'll get a integral that maybe you've seen before.

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- Jun 16th 2011, 01:15 PMRandom Variabledefinite integral #5
Show that

If you let , you'll get a integral that maybe you've seen before. - Jun 18th 2011, 01:52 PMRandom VariableRe: definite integral #5
I'll offer a starting point.

Let p and q be polynomials. Then

Let and

Then

Now integrate both sides over the unit square centered at

If you switch the order of integration of the second integral on the left, which is permissible since the integrand is never negative, you'll notice that the the two integrals on the left are identical.

- Jun 18th 2011, 04:00 PMKrizalidRe: definite integral #5
so we need to compute