Where did I go wrong in proving $mathbb E[X^{2n}] = prod_{1 leq k leq 2n, k operatorname{odd}}k$












1












$begingroup$


Let $X$ ~ $mathcal{N}(0,1)$



Show that:



$mathbb E[X^{2n}] = prod_{1 leq k leq 2n, k operatorname{odd}}k$



Idea:



$mathbb E[X^{2n}]=frac{1}{sqrt{2pi}}int_{mathbb R}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx$, then set $t=frac{x^2}{2}Rightarrow dt=xdx$ and



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2^{n+1}}{sqrt{pi}}int_{0}^{infty}t^{n-frac{1}{2}}e^{-t}dt=frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$



I know that in order to get the desired result, I need to show that:



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{pi}}Gamma(n+frac{1}{2})$



But I am far off it, where did I go wrong?










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$endgroup$












  • $begingroup$
    I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
    $endgroup$
    – Jakobian
    Jan 24 at 0:17






  • 1




    $begingroup$
    Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
    $endgroup$
    – lonza leggiera
    Jan 24 at 0:59


















1












$begingroup$


Let $X$ ~ $mathcal{N}(0,1)$



Show that:



$mathbb E[X^{2n}] = prod_{1 leq k leq 2n, k operatorname{odd}}k$



Idea:



$mathbb E[X^{2n}]=frac{1}{sqrt{2pi}}int_{mathbb R}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx$, then set $t=frac{x^2}{2}Rightarrow dt=xdx$ and



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2^{n+1}}{sqrt{pi}}int_{0}^{infty}t^{n-frac{1}{2}}e^{-t}dt=frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$



I know that in order to get the desired result, I need to show that:



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{pi}}Gamma(n+frac{1}{2})$



But I am far off it, where did I go wrong?










share|cite|improve this question











$endgroup$












  • $begingroup$
    I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
    $endgroup$
    – Jakobian
    Jan 24 at 0:17






  • 1




    $begingroup$
    Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
    $endgroup$
    – lonza leggiera
    Jan 24 at 0:59
















1












1








1





$begingroup$


Let $X$ ~ $mathcal{N}(0,1)$



Show that:



$mathbb E[X^{2n}] = prod_{1 leq k leq 2n, k operatorname{odd}}k$



Idea:



$mathbb E[X^{2n}]=frac{1}{sqrt{2pi}}int_{mathbb R}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx$, then set $t=frac{x^2}{2}Rightarrow dt=xdx$ and



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2^{n+1}}{sqrt{pi}}int_{0}^{infty}t^{n-frac{1}{2}}e^{-t}dt=frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$



I know that in order to get the desired result, I need to show that:



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{pi}}Gamma(n+frac{1}{2})$



But I am far off it, where did I go wrong?










share|cite|improve this question











$endgroup$




Let $X$ ~ $mathcal{N}(0,1)$



Show that:



$mathbb E[X^{2n}] = prod_{1 leq k leq 2n, k operatorname{odd}}k$



Idea:



$mathbb E[X^{2n}]=frac{1}{sqrt{2pi}}int_{mathbb R}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx$, then set $t=frac{x^2}{2}Rightarrow dt=xdx$ and



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2^{n+1}}{sqrt{pi}}int_{0}^{infty}t^{n-frac{1}{2}}e^{-t}dt=frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$



I know that in order to get the desired result, I need to show that:



$frac{2}{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}{2}}dx=frac{2}{sqrt{pi}}Gamma(n+frac{1}{2})$



But I am far off it, where did I go wrong?







probability probability-theory probability-distributions expected-value






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edited Jan 24 at 0:16







SABOY

















asked Jan 24 at 0:10









SABOYSABOY

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  • $begingroup$
    I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
    $endgroup$
    – Jakobian
    Jan 24 at 0:17






  • 1




    $begingroup$
    Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
    $endgroup$
    – lonza leggiera
    Jan 24 at 0:59




















  • $begingroup$
    I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
    $endgroup$
    – Jakobian
    Jan 24 at 0:17






  • 1




    $begingroup$
    Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
    $endgroup$
    – lonza leggiera
    Jan 24 at 0:59


















$begingroup$
I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
$endgroup$
– Jakobian
Jan 24 at 0:17




$begingroup$
I didn't check constants for certain, but you definitely should get something of the sort of $frac{2^{n+1}}{sqrt{pi}}Gamma(n+frac{1}{2})$
$endgroup$
– Jakobian
Jan 24 at 0:17




1




1




$begingroup$
Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
$endgroup$
– lonza leggiera
Jan 24 at 0:59






$begingroup$
Apart from apparent typos in your final formula, I can't see anything wrong with what you've done so far. Is the problem you're having difficulty with that of showing $$frac{2}{sqrt{pi}}Gamma(n+frac{1}{2}) =prod_{1 leq k leq 2n, k operatorname{odd}}k ?$$
$endgroup$
– lonza leggiera
Jan 24 at 0:59












3 Answers
3






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oldest

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3












$begingroup$

You were actually off only by a factor of 2. With your choice of change of variable,
begin{align}
frac2{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}2 }dx &= frac2{sqrt{2pi}}int_{0}^{infty}x^{2(n - frac12)} e^{-frac{x^2}2 } cdot xdx \
&=frac{ 2^{1/2} }{sqrt{pi}}int_{0}^{infty}(2t)^{n - frac12} e^{-t^2 } cdot dt \
&= frac{2^n}{sqrt{pi}}int_{0}^{infty}t^{n-frac12}e^{-t}dt=frac{2^n}{sqrt{pi}}Gamma(n+frac12)
end{align}



Invoking the definition of Gamma function that $Gamma(x) = (x-1)Gamma(x-1)$, for $n in mathbb{N}$ we have
begin{align}
&phantom{ {}={} }frac{2^n}{sqrt{pi}}Gammabigl( n + frac12 bigr) \
&= frac{ 2^{n-1} }{sqrt{pi}} cdot 2cdot bigl( n - frac12 bigr)cdot Gammabigl( n - frac12 bigr) \
&= frac{ 2^{n-2} }{sqrt{pi}} cdot (2n - 1) cdot 2bigl( n - frac32 bigr) cdot Gammabigl( n - frac32 bigr) \
& hspace{36pt}vdots \
&=frac1{sqrt{pi}} cdot (2n-1)underbrace{(2n-3)}_{text{from}~n-frac12-(1)~text{so 2nd}} overbrace{(2n-5)}^{text{from}~n-frac12-(2)~text{so 3rd}} ldots 5cdot 3cdot underbrace{bigl(2 cdot frac12 bigr)}_{text{from}~n-frac12-(n-1)~text{so $n$ th}} cdotGammabigl( frac12 bigr) \
&= (2n-1)(2n-3)(2n-5)cdots 5cdot 3 cdot 1
end{align}

as desired, where it is well-known that $Gammabigl( frac12 bigr) = sqrt{pi}$.






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$endgroup$





















    1












    $begingroup$

    I think your computation is actually correct. Note that
    $$Gamma(n+frac{1}{2})=frac{1cdot 3cdot 5cdotcdotscdot (2n-1)}{2^n}sqrt{pi}$$
    see here, for instance. Thus, the expression you derived is actually exactly what you want.






    share|cite|improve this answer









    $endgroup$





















      1












      $begingroup$

      You can also prove this by induction using integration by parts:
      begin{align}
      int x^{2n}e^{-x^2/2},dx
      &=int x^{2n-1}cdot xe^{-x^2/2},dx
      \&=-int x^{2n-1}dbig(e^{-x^2/2}big)
      \&=-[x^{2n-1}e^{-x^2/2}]Big|^{infty}_{-infty}+int e^{-x^2/2}dbig(x^{2n-1}big)
      \&=0+(2n-1)int x^{2n-2}e^{-x^2/2},dx
      end{align}

      Now apply the induction hypothesis.






      share|cite|improve this answer









      $endgroup$













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        3 Answers
        3






        active

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        3 Answers
        3






        active

        oldest

        votes









        active

        oldest

        votes






        active

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        3












        $begingroup$

        You were actually off only by a factor of 2. With your choice of change of variable,
        begin{align}
        frac2{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}2 }dx &= frac2{sqrt{2pi}}int_{0}^{infty}x^{2(n - frac12)} e^{-frac{x^2}2 } cdot xdx \
        &=frac{ 2^{1/2} }{sqrt{pi}}int_{0}^{infty}(2t)^{n - frac12} e^{-t^2 } cdot dt \
        &= frac{2^n}{sqrt{pi}}int_{0}^{infty}t^{n-frac12}e^{-t}dt=frac{2^n}{sqrt{pi}}Gamma(n+frac12)
        end{align}



        Invoking the definition of Gamma function that $Gamma(x) = (x-1)Gamma(x-1)$, for $n in mathbb{N}$ we have
        begin{align}
        &phantom{ {}={} }frac{2^n}{sqrt{pi}}Gammabigl( n + frac12 bigr) \
        &= frac{ 2^{n-1} }{sqrt{pi}} cdot 2cdot bigl( n - frac12 bigr)cdot Gammabigl( n - frac12 bigr) \
        &= frac{ 2^{n-2} }{sqrt{pi}} cdot (2n - 1) cdot 2bigl( n - frac32 bigr) cdot Gammabigl( n - frac32 bigr) \
        & hspace{36pt}vdots \
        &=frac1{sqrt{pi}} cdot (2n-1)underbrace{(2n-3)}_{text{from}~n-frac12-(1)~text{so 2nd}} overbrace{(2n-5)}^{text{from}~n-frac12-(2)~text{so 3rd}} ldots 5cdot 3cdot underbrace{bigl(2 cdot frac12 bigr)}_{text{from}~n-frac12-(n-1)~text{so $n$ th}} cdotGammabigl( frac12 bigr) \
        &= (2n-1)(2n-3)(2n-5)cdots 5cdot 3 cdot 1
        end{align}

        as desired, where it is well-known that $Gammabigl( frac12 bigr) = sqrt{pi}$.






        share|cite|improve this answer











        $endgroup$


















          3












          $begingroup$

          You were actually off only by a factor of 2. With your choice of change of variable,
          begin{align}
          frac2{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}2 }dx &= frac2{sqrt{2pi}}int_{0}^{infty}x^{2(n - frac12)} e^{-frac{x^2}2 } cdot xdx \
          &=frac{ 2^{1/2} }{sqrt{pi}}int_{0}^{infty}(2t)^{n - frac12} e^{-t^2 } cdot dt \
          &= frac{2^n}{sqrt{pi}}int_{0}^{infty}t^{n-frac12}e^{-t}dt=frac{2^n}{sqrt{pi}}Gamma(n+frac12)
          end{align}



          Invoking the definition of Gamma function that $Gamma(x) = (x-1)Gamma(x-1)$, for $n in mathbb{N}$ we have
          begin{align}
          &phantom{ {}={} }frac{2^n}{sqrt{pi}}Gammabigl( n + frac12 bigr) \
          &= frac{ 2^{n-1} }{sqrt{pi}} cdot 2cdot bigl( n - frac12 bigr)cdot Gammabigl( n - frac12 bigr) \
          &= frac{ 2^{n-2} }{sqrt{pi}} cdot (2n - 1) cdot 2bigl( n - frac32 bigr) cdot Gammabigl( n - frac32 bigr) \
          & hspace{36pt}vdots \
          &=frac1{sqrt{pi}} cdot (2n-1)underbrace{(2n-3)}_{text{from}~n-frac12-(1)~text{so 2nd}} overbrace{(2n-5)}^{text{from}~n-frac12-(2)~text{so 3rd}} ldots 5cdot 3cdot underbrace{bigl(2 cdot frac12 bigr)}_{text{from}~n-frac12-(n-1)~text{so $n$ th}} cdotGammabigl( frac12 bigr) \
          &= (2n-1)(2n-3)(2n-5)cdots 5cdot 3 cdot 1
          end{align}

          as desired, where it is well-known that $Gammabigl( frac12 bigr) = sqrt{pi}$.






          share|cite|improve this answer











          $endgroup$
















            3












            3








            3





            $begingroup$

            You were actually off only by a factor of 2. With your choice of change of variable,
            begin{align}
            frac2{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}2 }dx &= frac2{sqrt{2pi}}int_{0}^{infty}x^{2(n - frac12)} e^{-frac{x^2}2 } cdot xdx \
            &=frac{ 2^{1/2} }{sqrt{pi}}int_{0}^{infty}(2t)^{n - frac12} e^{-t^2 } cdot dt \
            &= frac{2^n}{sqrt{pi}}int_{0}^{infty}t^{n-frac12}e^{-t}dt=frac{2^n}{sqrt{pi}}Gamma(n+frac12)
            end{align}



            Invoking the definition of Gamma function that $Gamma(x) = (x-1)Gamma(x-1)$, for $n in mathbb{N}$ we have
            begin{align}
            &phantom{ {}={} }frac{2^n}{sqrt{pi}}Gammabigl( n + frac12 bigr) \
            &= frac{ 2^{n-1} }{sqrt{pi}} cdot 2cdot bigl( n - frac12 bigr)cdot Gammabigl( n - frac12 bigr) \
            &= frac{ 2^{n-2} }{sqrt{pi}} cdot (2n - 1) cdot 2bigl( n - frac32 bigr) cdot Gammabigl( n - frac32 bigr) \
            & hspace{36pt}vdots \
            &=frac1{sqrt{pi}} cdot (2n-1)underbrace{(2n-3)}_{text{from}~n-frac12-(1)~text{so 2nd}} overbrace{(2n-5)}^{text{from}~n-frac12-(2)~text{so 3rd}} ldots 5cdot 3cdot underbrace{bigl(2 cdot frac12 bigr)}_{text{from}~n-frac12-(n-1)~text{so $n$ th}} cdotGammabigl( frac12 bigr) \
            &= (2n-1)(2n-3)(2n-5)cdots 5cdot 3 cdot 1
            end{align}

            as desired, where it is well-known that $Gammabigl( frac12 bigr) = sqrt{pi}$.






            share|cite|improve this answer











            $endgroup$



            You were actually off only by a factor of 2. With your choice of change of variable,
            begin{align}
            frac2{sqrt{2pi}}int_{0}^{infty}x^{2n}e^{-frac{x^2}2 }dx &= frac2{sqrt{2pi}}int_{0}^{infty}x^{2(n - frac12)} e^{-frac{x^2}2 } cdot xdx \
            &=frac{ 2^{1/2} }{sqrt{pi}}int_{0}^{infty}(2t)^{n - frac12} e^{-t^2 } cdot dt \
            &= frac{2^n}{sqrt{pi}}int_{0}^{infty}t^{n-frac12}e^{-t}dt=frac{2^n}{sqrt{pi}}Gamma(n+frac12)
            end{align}



            Invoking the definition of Gamma function that $Gamma(x) = (x-1)Gamma(x-1)$, for $n in mathbb{N}$ we have
            begin{align}
            &phantom{ {}={} }frac{2^n}{sqrt{pi}}Gammabigl( n + frac12 bigr) \
            &= frac{ 2^{n-1} }{sqrt{pi}} cdot 2cdot bigl( n - frac12 bigr)cdot Gammabigl( n - frac12 bigr) \
            &= frac{ 2^{n-2} }{sqrt{pi}} cdot (2n - 1) cdot 2bigl( n - frac32 bigr) cdot Gammabigl( n - frac32 bigr) \
            & hspace{36pt}vdots \
            &=frac1{sqrt{pi}} cdot (2n-1)underbrace{(2n-3)}_{text{from}~n-frac12-(1)~text{so 2nd}} overbrace{(2n-5)}^{text{from}~n-frac12-(2)~text{so 3rd}} ldots 5cdot 3cdot underbrace{bigl(2 cdot frac12 bigr)}_{text{from}~n-frac12-(n-1)~text{so $n$ th}} cdotGammabigl( frac12 bigr) \
            &= (2n-1)(2n-3)(2n-5)cdots 5cdot 3 cdot 1
            end{align}

            as desired, where it is well-known that $Gammabigl( frac12 bigr) = sqrt{pi}$.







            share|cite|improve this answer














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            share|cite|improve this answer








            edited Jan 24 at 1:25

























            answered Jan 24 at 1:20









            Lee David Chung LinLee David Chung Lin

            4,39541242




            4,39541242























                1












                $begingroup$

                I think your computation is actually correct. Note that
                $$Gamma(n+frac{1}{2})=frac{1cdot 3cdot 5cdotcdotscdot (2n-1)}{2^n}sqrt{pi}$$
                see here, for instance. Thus, the expression you derived is actually exactly what you want.






                share|cite|improve this answer









                $endgroup$


















                  1












                  $begingroup$

                  I think your computation is actually correct. Note that
                  $$Gamma(n+frac{1}{2})=frac{1cdot 3cdot 5cdotcdotscdot (2n-1)}{2^n}sqrt{pi}$$
                  see here, for instance. Thus, the expression you derived is actually exactly what you want.






                  share|cite|improve this answer









                  $endgroup$
















                    1












                    1








                    1





                    $begingroup$

                    I think your computation is actually correct. Note that
                    $$Gamma(n+frac{1}{2})=frac{1cdot 3cdot 5cdotcdotscdot (2n-1)}{2^n}sqrt{pi}$$
                    see here, for instance. Thus, the expression you derived is actually exactly what you want.






                    share|cite|improve this answer









                    $endgroup$



                    I think your computation is actually correct. Note that
                    $$Gamma(n+frac{1}{2})=frac{1cdot 3cdot 5cdotcdotscdot (2n-1)}{2^n}sqrt{pi}$$
                    see here, for instance. Thus, the expression you derived is actually exactly what you want.







                    share|cite|improve this answer












                    share|cite|improve this answer



                    share|cite|improve this answer










                    answered Jan 24 at 0:56









                    user293794user293794

                    1,748613




                    1,748613























                        1












                        $begingroup$

                        You can also prove this by induction using integration by parts:
                        begin{align}
                        int x^{2n}e^{-x^2/2},dx
                        &=int x^{2n-1}cdot xe^{-x^2/2},dx
                        \&=-int x^{2n-1}dbig(e^{-x^2/2}big)
                        \&=-[x^{2n-1}e^{-x^2/2}]Big|^{infty}_{-infty}+int e^{-x^2/2}dbig(x^{2n-1}big)
                        \&=0+(2n-1)int x^{2n-2}e^{-x^2/2},dx
                        end{align}

                        Now apply the induction hypothesis.






                        share|cite|improve this answer









                        $endgroup$


















                          1












                          $begingroup$

                          You can also prove this by induction using integration by parts:
                          begin{align}
                          int x^{2n}e^{-x^2/2},dx
                          &=int x^{2n-1}cdot xe^{-x^2/2},dx
                          \&=-int x^{2n-1}dbig(e^{-x^2/2}big)
                          \&=-[x^{2n-1}e^{-x^2/2}]Big|^{infty}_{-infty}+int e^{-x^2/2}dbig(x^{2n-1}big)
                          \&=0+(2n-1)int x^{2n-2}e^{-x^2/2},dx
                          end{align}

                          Now apply the induction hypothesis.






                          share|cite|improve this answer









                          $endgroup$
















                            1












                            1








                            1





                            $begingroup$

                            You can also prove this by induction using integration by parts:
                            begin{align}
                            int x^{2n}e^{-x^2/2},dx
                            &=int x^{2n-1}cdot xe^{-x^2/2},dx
                            \&=-int x^{2n-1}dbig(e^{-x^2/2}big)
                            \&=-[x^{2n-1}e^{-x^2/2}]Big|^{infty}_{-infty}+int e^{-x^2/2}dbig(x^{2n-1}big)
                            \&=0+(2n-1)int x^{2n-2}e^{-x^2/2},dx
                            end{align}

                            Now apply the induction hypothesis.






                            share|cite|improve this answer









                            $endgroup$



                            You can also prove this by induction using integration by parts:
                            begin{align}
                            int x^{2n}e^{-x^2/2},dx
                            &=int x^{2n-1}cdot xe^{-x^2/2},dx
                            \&=-int x^{2n-1}dbig(e^{-x^2/2}big)
                            \&=-[x^{2n-1}e^{-x^2/2}]Big|^{infty}_{-infty}+int e^{-x^2/2}dbig(x^{2n-1}big)
                            \&=0+(2n-1)int x^{2n-2}e^{-x^2/2},dx
                            end{align}

                            Now apply the induction hypothesis.







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                            answered Jan 24 at 2:49









                            Mike EarnestMike Earnest

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