Let $I_n=\int_{0}^{\infty} x^n e^{-x}~dx$, where $n$ is some positive integer. Then $I_n$ equals:
$\text{A) } n!-nI_{n-1}$
$\text{B) } n!+nI_{n-1}$
$\text{C) } nI_{n-1}$
$\text{D) } \text{none of these}$
Please help with this, the correct answer is $\text{C}$. Is there a fast method to solve such problems?
Substitute for $u = x^{n+1}$. Then we get, $$ I = \int_{0}^{\infty} x^n e^{-x} dx =\int_{0}^{\infty} \frac{1}{n+1} e^{-u^{\frac{1}{n+1}}} du$$ This is the incomplete gamma function. Thus, finally $$ I = -(\Gamma(n+1, \infty)-\Gamma(n+1,0)) = \Gamma(n+1,0) = \Gamma(n+1)=(n+1)!$$ This is satisfied by the choice $(c)$. Hope it helps.