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Quote: Originally Posted by Random Variable --------------------- Let (1) Let , then Therefore, (2) (1)+(2), (3) Therefore, (4) Let , then (5) The rest is trivial.

Quote: Originally Posted by luobo --------------------- Let (1) Let , then Therefore, (2) (1)+(2), (3) from hee you should countinue like this: since the integrand in (3) is an even function, we have substitute to get adding the two results together gives us

Quote: Originally Posted by NonCommAlg from hee you should countinue like this: since the integrand in (3) is an even function, we have substitute to get adding the two results together gives us We can also continue like the following as well. Per Equation (5) in my previous post, (5) Let , then (6) (5)+(6), (7) Therefore,

Quote: Originally Posted by luobo We can also continue like the following as well. Per Equation (5) in my previous post, (5) Let , then (6) (5)+(6), (7) Therefore, that' right.