If I have the integral: ∫∞0t−12e−tdt
Am I allowed to make the substitution t=x2, because I am then not sure what the limits of integration would be as for t positive x could be negative or positive?
Answer
Hint. You may rather perform the change of variable x=√t>0, giving dx=12t−12dt to get
∫∞0t−12e−tdt=2∫∞0e−x2dx then you may use the standard gaussian result.
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