An expected value of a signed random variable is finite precisely when its absolute value is integrable. With the standard normal distribution probability density function,
For , this integral equals . For , its integrand does not decay sufficiently and the integral diverges. Therefore
The value is zero by the odd function and the symmetric distribution. For the other , both positive and negative parts have infinite integrals; formal cancellation would give only a Cauchy principal value, not an expected value. This distinction is the integrability threshold for exponential powers of a Gaussian.
Obtain each marginal density by integrating the joint probability density function over the other variable:
Each marginal density is zero off its displayed interval and has total integral one.
For this rate parametrization of the Laplace distribution, is its mean and median. By symmetry, , while has exponential distribution with rate , so
The integral follows by two applications of integration by parts. The central limit theorem therefore gives
With known and the supplied cutoff 2, an approximate 95% confidence interval is
This known-rate Laplace location confidence interval uses the sample mean; the later maximum-likelihood estimator of location need not be used to construct this valid asymptotic confidence interval.
Let be the given integral. Its integrand extends continuously to , with value . The Leibniz integral rule includes both the moving upper endpoint and the derivative of the integrand. For it gives
Consequently
The zero case follows directly from near zero: expand and integrate up to . Equivalently, the change of variables gives , whose derivative is the same expression, interpreted continuously at zero. This substitution works for negative as an oriented integral too.
Use the complex exponential representation of cosine. For real and , exponential decay makes the improper integral absolutely convergent, and
For the second integral, use differentiation under the integral sign with respect to . The minus sign is essential: . Hence
To justify this step near any fixed , restrict . The absolute value of the differentiated integrand is at most , an integrable bound, so dominated convergence permits the differentiation. At the answers reduce to and , respectively.
The mass density becomes . Integrate it over the sphere using the spherical polar coordinates and volume element above:
The angular integral is , since . Therefore
The term proportional to contributes zero by reflection across the equatorial plane. Thus the answer is also the volume times the average mass density . The undefined direction at the origin affects a single point and has no effect on this volume integral.
In the first octant, spherical polar coordinates have and . The charge density is . Hence the total electric charge is
The three factors are , , and , respectively. For the middle integral, set to obtain . Thus
Compute the curl component by component from the given vector field:
For example, and . Its divergence is
as expected because the divergence of a curl is zero.
Take counterclockwise when viewed from positive , the disc upward oriented, and the hemisphere outward oriented. These choices give both surfaces the same positive boundary orientation. Parametrize by , . On it, and , so the line integral is
On , use polar coordinates and . Since there, the surface flux is
On the unit hemisphere, the outward unit normal vector is . Since , we have . In spherical polar coordinates, and , giving the explicit surface integral
Indeed the inner integral is .
These equalities illustrate Stokes theorem twice: and either upward or outward spans the oriented circle , so each surface flux equals the same line integral. For the divergence theorem, close the upper half-ball by adjoining the downward oriented base, namely . Its outward surface flux is
The minus sign on the base is required because its outward normal vector points down. Reversing a specified orientation reverses that integral's sign.
For and , monotonicity gives . Integrating over each unit interval and summing proves the integral test tail bounds
The inequalities remain strict because the very first rectangle already has a strictly positive difference from either bounding integral.
Figure 1.
Unit rectangles between two shifted reciprocal-square curves
. Original comparison for the first five intervals of the infinite tail. Each rectangle has height on , above and below . Details.
The Gaussian decay makes the integral absolutely convergent, so odd symmetry gives . On the positive half-line substitute , so . Thus
The last integral is , an instance of the odd Gaussian moments on a half-line.
Put , so . The integral becomes , giving
For the real logarithm, choose an interval in or ; the original integrand is singular at one and undefined for nonpositive .
The field is smooth on the simply connected domain . Its curl is , so a necessary and sufficient condition for a conservative vector field is
At those values it is explicitly the gradient of . Equality of the two previous path integrals would impose only , which is weaker: coinciding path integrals need not imply a conservative field. For example makes those two integrals equal but leaves nonzero curl.
For an odd integrable function, both and are odd. Their integrals over therefore vanish, so the constant and cosine Fourier coefficients are zero. For , the remaining Fourier sine coefficients are
The product-to-sum identity in the first step reduces the integral to two cosines. Here is real and noninteger, so no denominator vanishes. Consequently the Fourier series of a noninteger-frequency sine is
At every term is zero. The Fourier series converges there to the average of the two limits of the periodic extension, namely zero, rather than to the nonzero endpoint values .
Figure 1.
Fourier approximation to a noninteger-frequency sine and its periodic jump
. Original illustration with . Increasing the number of modes improves the interior approximation while the periodic endpoint jumps retain their Gibbs overshoot. The series has value zero at each endpoint. Details.
Integrate the horizontal-disk expression over . With and ,
Evaluating the integral of this polynomial gives
Differentiate the rewritten expression. Its new kernel vanishes at the moving upper endpoint, and its partial derivative is an integrable inverse square root. The derivative of an Abel integral is
For a rigorous route, rewrite as using Fubini's theorem, and apply the fundamental theorem of calculus to the continuous inner integral. The assumption implies , so the extension has no finite right derivative at zero.
The kernel has an integrable singularity at the moving endpoint . Direct substitution into the ordinary Leibniz integral rule would produce the undefined boundary value and the nonintegrable differentiated kernel . Those separately divergent expressions cannot be treated as ordinary finite terms. The derivative of an Abel integral is obtained by rewriting the integral before differentiating.
The region is , . Reversing the order describes the same triangle as , . Since the integrand is continuous on this compact region, Fubini's theorem permits
The new inner integral introduces the factor needed for the change of variables .
For , strict decrease gives , while for it gives . Integrating over these unit intervals proves
Summing the rectangle bounds gives
The partial sums and the improper integral are nondecreasing. These bounds show that one is bounded exactly when the other is bounded, proving the integral test for convergence. In the convergent case, sum the same interval inequalities for to obtain
For , the antiderivative is , which grows without bound, so the first series diverges. For , the antiderivative is , whose tail integral is finite, so the second series converges, with
Both functions are positive and strictly decreasing on , as required.
The product-to-sum identity for the sine gives . Each cosine has zero integral on this interval, so
This is also an instance of Fourier orthogonality.