Closed form for
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Laurel Yoder
Answered question
2022-05-22
Closed form for
Is it possible to find a closed form for this integral?
Answer & Explanation
First, we transform the integral into a more computable form by using some substitutions.
These four integrals can be evaluated by calculating derivatives of beta function in terms of digamma function. For e.g.
To get the last expression, I used the special values
Using the same technique, the other three integrals can be evaluated:
Substituting the results of equations and in gives
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