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This integral is called Vardi's Integral (presumably named after someone named Vardi ).

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- Aug 24th 2009, 06:52 PMRandom Variableyet another integral
Show that

This integral is called Vardi's Integral (presumably named after someone named Vardi ). - Aug 24th 2009, 08:58 PMluobo
- Aug 25th 2009, 09:34 AMRandom Variable
EDIT:

If you make the substitution

then

From here you could use contour integration. But how about integrating under the integral sign?

? - Aug 25th 2009, 05:48 PMluobo