Still one of my favorite tricks of all time..pic.twitter.com/n7ZnCIv39z
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There's actually another way to do it! The book inside interesting integrals does it
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I think you misunderstood, there are many ways to evaluate this integral. What @jluomath was saying was that it’s been shown that the Gaussian and it’s moments are the only integrals for which squaring them makes evaluating the integral easier.
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How on earth is that provable
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