Sunday, 17 March 2019

how to do integration int+inftyinftyexp(xn),mathrmdx?




how to do integration +exp(xn)dx, assuming n>1 ?



From wiki page Gaussian Integral: +exp(x2)dx=π



So, one can define a random variable X has
pdf(x)=1πexp(x2)
, since +pdf(x)dx=1. Actually, this is normal distribution.



Now, I'd like to define

pdf(x)=1cexp(xn), but how much is c?



Or, exp(xn)dx=?



There is a hint on wiki page Error Function:



Error function is erf(x)=2πx0exp(t2)dt, with erf(0)=0 and erf(+)=1.



So this means a pdf can be defined as pdf(x)=12erf(x).




Then, Generalized Error Function is defined as
En(x)=n!πx0exp(tn)dt


does this mean



+exp(xn)dx=2πn!
?



Even so, there's still a problem: if n is not integer, how to calculate n!? Does it becomes Gamma function Γ(n)? like this:



+exp(xn)dx=2πΓ(n)



Answer



n>1,t=xn:



0exndx=1n0t1n1etdt=1nΓ(1n)=Γ(n+1n)



As for the integral over R: when n is even, double this, when n is odd, the integral does not converge.


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