Q: Evaluate the integral $I = \int_\limits{0}^\infty t^2 e^{-t^2/2} dt$
Hint, write $I^2$ as the following iterated integral and convert to polar coordinates:
\begin{align*}
I^2 &= \int_\limits{0}^\infty \int_\limits{0}^\infty x^2 e^{-x^2/2} \cdot y^2 e^{-y^2/2} \, dx \, dy \\
\end{align*}
I can see the final answer is $\frac{\pi}{2}$ but I don't see how to get this.
This problem is very similar to the Gaussian Integral: $I = \int_\limits{-\infty}^\infty e^{-x^2} dx = \sqrt{\pi}$. I can follow the derivation to this.
The Gaussian Integral technique of converting to polar coordinates doesn't seem to work as cleanly on this problem.
I can convert to polar coordinates:
\begin{align*}
I^2 &= \int_\limits{0}^\infty \int_\limits{\pi/2}^\pi r^5 \sin^2 \theta \cos^2 \theta e^{-r^2/2} \, d\theta \, dr \\
\end{align*}
That doesn't look easy to evaluate.
Best Answer