Issues Computing an Integral for Statistics Problem

calculusdefinite integralsintegrationmaximum likelihoodstatistics

I have a statistics midterm coming up, and while studying practice midterms, I came across an integral I was unable to solve. I tried using the basic integral rules, as well as integration by parts, both to no avail. Calculus is not one of my strong suits, so I fear I might be missing a simple but crucial step. Symbolab and other online integration calculators like Wolfram Alpha were no help.

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Basically I just have to integrate the integral in the second line from 0 to 1, but I don't see how the progression works from the second line to the third line. I am fine with everything else, it's just this integral that was causing me a bit of a headache, thanks so much in advance.

Best Answer

It's integration by parts, i.e. $$\int_0^1 u(x) v'(x) \, dx = [u(x) v(x)]_{x=0}^1 - \int_0^1 u'(x) v(x) \, dx$$ with $u(x) = x$ and $v(x) = (1-x)^{\theta - 1}$.

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