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I came across this example:

$$\int_0^{+\infty}xe^{-x} \ dx$$

I calculated it like this:

$$\int_0^{+\infty} xe^{-x} \ dx = \left[ -xe^{-x} \right]_0^{+ \infty} - \int_0^{+ \infty} e^{-x}dx $$

$$ 0 - \left[ e^{-x} \right]^{+\infty}_0 = 0-0 = 0$$

$$ lim_{x \rightarrow \infty} \frac{x}{e^x}\biggr\vert^\beta_0 = \lim_{\beta \rightarrow \infty} \frac{\beta}{e^\beta} \quad L'H \\ lim_{\beta \rightarrow \infty} \frac{1}{e^\beta} = 0 \\ $$

But my sample solution says:

$$\int^{\infty}_0 xe^{-x} dx = \left[ - \frac{x}{e^x}-e^{-x}\right]\biggr\vert^\infty_0 = 0-0+1 = 1$$

I dont understand where the $1$ comes from, my understanding is that the limit of that function should go to zero but instead a $1$ appears.

Can someone clear this up ?

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    $\begingroup$ Note that $e^{0}=1$ $\endgroup$ – projectilemotion Aug 22 '17 at 15:04
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    $\begingroup$ ...in $0-[e^{-x}]_0^{+\infty}$ $\endgroup$ – Blex Aug 22 '17 at 15:07
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    $\begingroup$ I also suspect you've made a typo, but this is not a problem because you seem to have fixed it later: $$\int_0^{+\infty} xe^{-x} \ dx = \left[ -xe^{-x} \right]_0^{+ \infty} \color{red}{+} \int_0^{+ \infty} e^{-x}dx$$ $\endgroup$ – projectilemotion Aug 22 '17 at 15:15
  • $\begingroup$ @projectilemotion oops, thanks for the catch, totally missed that. post an answer and I'll accept $\endgroup$ – zython Aug 22 '17 at 15:16
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First of all, you seem to have made a typo, but this is not a problem because you seem to have fixed it after integrating $e^{-x}$: $$\begin{align}\int_0^{+\infty} xe^{-x} \ dx &= \left[ -xe^{-x} \right]_0^{+ \infty} \color{red}{+} \int_0^{+ \infty} e^{-x}dx \\&=\left[ -xe^{-x} \right]_0^{+ \infty}-\left[e^{-x}\right]_0^{+\infty}\\&=0-\left[e^{-x}\right]_0^{+\infty} \tag{1}\end{align}$$


Apart from that, the only mistake you made is when evaluating the right-hand side of $(1)$. Note that $e^0\neq 0$, but $e^0=1$, hence giving: $$\int_0^{+\infty} xe^{-x}~dx=0-(0-1)=1$$

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  • $\begingroup$ wait I'm a litle bit confused, I just looked up the definition of integration by parts and it says to subtract the two parts, but you add them together, which confuses me. can you explain ? $\endgroup$ – zython Aug 22 '17 at 15:39
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    $\begingroup$ Integration by parts states that: $$\int u~dv=uv-\int v~du$$ In your case, $u=x$ and $dv=e^{-x}~dx$. Note that as a result, $v=\color{red}{-}e^{-x}$, since: $$\int e^{-x}~dx=-e^{-x}+C$$ $\endgroup$ – projectilemotion Aug 22 '17 at 15:41
  • $\begingroup$ ah yes makes sense $\endgroup$ – zython Aug 22 '17 at 15:44

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