Evaluate this (complicated) integral in two variables

Then dy= (2w)dz. If you are going to add a "dz", you must multiply by "dz".In summary, the conversation discusses how to evaluate an integral involving an absolute value and a variable z. The suggested approach is to break the integral into two separate integrals for w<0 and w>0, and then treat z as a constant in the integration. Another suggestion is to use substitution to simplify the integral.
  • #1
kingwinner
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Homework Statement


I was doing a statistics problem, and ended up with this integral:

∫ [1/(2pi)] [e-(w2+z2w2)/2] |w| dw
w=-∞
How can I evaluate this?

Homework Equations


The Attempt at a Solution


1) How can we integrate |w| (with the absolute value)?
2) What should we do with the z? Can we treat it as a constant here?
3) Do we need integration by parts here? If so, what should u and dv be? Looks like the thing has no antiderivative...

Thanks for helping!
 
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  • #2
1) Do what you should have learned to do when you first learned about absolute value: break it into "w< 0" and "w> 0". If w< 0, |w|= -w. If w> 0, |w|= w. Do two separate integrals and then add.

2) Yes, since you are not integrating with respect to z, you are looking for a value for each z and should treat it as a constant as far as the integral with respect to w is concerned.

3) Looks to me like a simple substitution. Let y= (1+ z)w2.
 

1. What is the purpose of evaluating a complicated integral in two variables?

Evaluating a complicated integral in two variables allows us to find the exact value of the integral, which in turn helps us to solve a variety of real-world problems in fields such as physics, engineering, and economics.

2. What are the steps involved in evaluating a complicated integral in two variables?

The first step is to identify the limits of integration for both variables. Then, using appropriate integration techniques such as substitution, partial fractions, or integration by parts, we simplify the integrand. Next, we integrate with respect to one variable while treating the other variable as a constant. Finally, we evaluate the integral using the limits of integration.

3. Can a complicated integral in two variables be evaluated without using integration techniques?

In some cases, yes. If the integrand can be simplified to a known function, such as a trigonometric or logarithmic function, we can use basic integration rules to evaluate the integral without using more advanced techniques.

4. How do I know which integration technique to use for a complicated integral in two variables?

The choice of integration technique depends on the form of the integrand. For example, if the integrand contains a product of polynomials, we can use the method of partial fractions. If the integrand contains a trigonometric function, we can use trigonometric identities to simplify it. It is important to practice and become familiar with various integration techniques to determine the most efficient approach for a given integral.

5. Are there any common mistakes to avoid when evaluating a complicated integral in two variables?

Yes, some common mistakes include forgetting to change variables when using substitution, not distributing the constant when integrating with respect to one variable, and incorrectly applying integration rules such as the power rule or u-substitution. It is important to carefully check each step of the integration process to avoid these errors.

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