1. The problem statement, all variables and given/known data I often have a problem dealing with unknown functions in derivations. Recently I was looking at variance of pdf's and tried to do the integral below with no success. Could someone suggest a method, or point out where I am going wrong. 2. Relevant equations Show ∫(x - μ)2 f(x) dx = ∫x2 f(x) dx - μ2 3. The attempt at a solution ∫x2 f(x) dx -2μ∫x f(x) dx + μ2 ∫f(x) dx then i try to solve by parts, x2F(x) - 2∫xF(x)dx - 2μ(xF(x) - ∫F(x)dx) + μ2F(x) where F(x) = ∫f(x)dx this doesn't really get me anywhere, does anyone have any suggestions??