Let Then differentiating under the integral sign, Now let Then Then integrating back, And since Therefore,
Wendy Boykin
Beginner2022-01-05Added 35 answers
This is quite similar to Random Variable's solution, just the starting integral is different to make the calculations a bit simpler. Consider Factor out from the denominator and rewrite to obtain: Use the substitution and evaluating the resulting integral is easy so For , hence Replace b with and you get: