$\int_{-1}^{1}(1-x^2)^ndx$
I have trouble with finding recurrence formula for this integral. $n$ is natural parameter. I've tried to split up $(1-x^2)^n = (1+x)^n(1-x)^n$ and then to integrate partially, but it only makes things more complicate.
Maybe substitution $x=sint$ can lead to solution? When I apply it I get:
$\int_{-\pi/2}^{\pi/2}(cost)^{n+1}dt$
What to do next then?
You can integrate by parts directly to obtain \begin{align} \int \limits_{-1}^1 (1-x^2)^n \, \mathrm{d} x &= \left[x (1-x^2)^n \right]_{x=-1}^{x=1} + 2n \int \limits_{-1}^1 x^2 (1-x^2)^{n-1} \, \mathrm{d} x \\ &= 2 n \left[\int \limits_{-1}^1 (1-x^2)^{n-1} \, \mathrm{d} x - \int \limits_{-1}^1 (1-x^2)^n \, \mathrm{d} x\right] \end{align} for $n \in \mathbb{N}$, which is the recurrence relation you are after.