Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2022/paper-1/17/c/ii/solution

For , write and apply integration by parts, using the antiderivative for the second factor:
The boundary term is zero: at zero, , and at infinity Gaussian decay dominates every power. Consequently the Gaussian moment recurrence is

New to topics? Read the docs here!