Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2002/paper-1/5/a/solution

Let . Positivity allows the squared integral to be written as a first-quadrant double integral. In polar coordinates the Jacobian determinant is , so
Using integration by parts, with the boundary term vanishing at both endpoints,
The substitution also gives the two antiderivatives
These values also follow from the Gaussian moment recurrence and can be checked by differentiation.

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