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CalculusSuperchallengeNon-Elementary Integration

Non-Elementary Integration · Superchallenge problem

The standard normal density is φ(x)=12πe−x2/2\varphi(x)=\dfrac{1}{\sqrt{2\pi}}e^{-x^2/2}. Using the known second moment ∫−∞∞x2φ(x) dx=1\displaystyle\int_{-\infty}^{\infty}x^2\varphi(x)\,dx=1 and the reduction ∫−∞∞xnφ(x) dx=(n−1)∫−∞∞xn−2φ(x) dx\displaystyle\int_{-\infty}^{\infty}x^n\varphi(x)\,dx=(n-1)\displaystyle\int_{-\infty}^{\infty}x^{n-2}\varphi(x)\,dx (for even n≥2n\ge2, from integration by parts), evaluate ∫−∞∞x4φ(x) dx\displaystyle\int_{-\infty}^{\infty}x^4\varphi(x)\,dx.