How to solve the integral of Ax^2 * exp(-x^2/2a^2)

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SUMMARY

The integral of the function Ax^2 * exp(-x^2/2a^2) cannot be expressed in terms of elementary functions. Instead, it can be represented using the error function, erf(x), particularly through integration by parts. For definite integrals over the entire real line, the result can be derived using the known integral of exp(-kx^2), which equals sqrt(pi/k). Additionally, this integral relates to the expectation of x^2 for a normally distributed variable with mean 0 and variance a^2.

PREREQUISITES
  • Understanding of integration techniques, specifically integration by parts.
  • Familiarity with the error function, erf(x).
  • Knowledge of properties of the normal distribution, including mean and variance.
  • Basic calculus concepts, particularly related to definite and indefinite integrals.
NEXT STEPS
  • Study the properties and applications of the error function, erf(x).
  • Learn advanced integration techniques, focusing on integration by parts.
  • Explore the relationship between integrals and statistical expectations in probability theory.
  • Review the integral of exp(-kx^2) and its implications in calculus and statistics.
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Students and professionals in mathematics, statistics, and engineering who are working with integrals involving exponential functions and require a deeper understanding of integration techniques and their applications in probability theory.

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Please healp me

What is the solution of equation?

intregal of Ax^2*exp(-x^2/2a^2)
 
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danai_pa said:
Please healp me

What is the solution of equation?

intregal of Ax^2*exp(-x^2/2a^2)
Do you want a definite or indefinite integral? The antiderivative of this function cannot be written in terms of elementry function. If you know the function erf(x) you can express the integral in terms of it (hint: integrate by parts). erf is usually defined in terms of the integral of exp(-x^2). You can also find the integral of the function over the whole real line by integrating by parts and using the fact that the whole real line integral of exp(-k x^2) is
sqrt(pi/k) a fact that can be shown a number of ways. How much calculus do you know?
 
If you are looking to integrate over the whole real line, and are familiar with statistics, another approach is to notice that, apart from a constant, this is similar to finding the expectation of x^2 where x is a normally distributed random variable with mean 0 and variance a^2. Using the formula

var[x] = E[x^2] - (E[x])^2

will then provide the answer.
 
why don't you just set u = (-x^2 / 2 * x ^2)

then du / dx = - x / a ^ 2

then it is much easier
 

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