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# Difficult double integral - what am I doing wrong? watch

1. Hi I have a difficult double integral that I am trying to compute. In the link below you can see what it is that I have to show and what my calculations look like so far.

2. Is there any smart way to calculate

/
l
l e*(-x)/x * dx
l
/
3. (Original post by Christian87)
Is there any smart way to calculate

/
l
l e*(-x)/x * dx
l
/
No, not in terms of elementary functions.

I really know nothing about how measures work, so although I do know how to do basic double integrals I can't really be of any help.
4. (Original post by Christian87)
Hi I have a difficult double integral that I am trying to compute. In the link below you can see what it is that I have to show and what my calculations look like so far.

In consideration of your final term:

If I understand this correctly.

by defintion(??? Missed all my measure theory classes long time ago due to v.longterm illness)

So,

and

Hence your final term evaluates to 1.
5. Hi, yeah, found out that since the final term is an integral of a density function it is equal to 1. A bit unfair of me not to mention that in my question :-)

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