I tried doing it by parts, but I keep getting stuck.
Show that $\int t\phi(t)dt=-\phi(t)+c$,
where $c$ is a constant
$\:\qquad\phi$ is the pdf of a standard normal variable.
I tried doing it by parts, but I keep getting stuck.
Show that $\int t\phi(t)dt=-\phi(t)+c$,
where $c$ is a constant
$\:\qquad\phi$ is the pdf of a standard normal variable.
$te^{-t^{2}/2}$ is the derivative of $-e^{-t^{2}/2}$. Hence its integral is $-e^{-t^{2}/2}+C$.