Integrate using integration by parts:
$F(y) = (y+1)e^{-y}$
Find:
Evaluate the $\int_{a=0}^{b=\infty}F(y)\;dy$ using integration by parts.
Thus far, I've distributed the $e^y$ term and split this into two integrals. One of these integrals becomes trivially easy to solve. The Other integral, the integral of $ye^{-y}$, I solved using integration by parts. I think. However, it's possible I'm making some mistakes somewhere.
My answer follows:
$\left[-ye^{-y} - 2e^{-y}\right]_{a=0}^{b=\infty}$
My concern is that when evaluating with the infinity term I encounter an indeterminate form, do I not? Also, I'm curious if I can say that $e^{-y}$ where $y=\infty$ is defined at all. Wouldn't we only be able to talk about what happens in the limit?
Am I thinking correctly about this problem or have I made some fundamental mistake?
Thank you for any and all help!