Expectation of Logistic Distribution/Lemma 3
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Lemma for Expectation of Logistic Distribution
- $\forall k \in \N$:
- $\ds \int_{\to 0}^{\to 1} \map {\ln^{2k + 1} } {\dfrac {1 - u} u} \rd u = 0$
Proof
let:
\(\ds x\) | \(=\) | \(\ds \paren {\dfrac 1 2 - u}\) | Integration by Substitution | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds \frac {\d x} {\d u}\) | \(=\) | \(\ds -1\) | Power Rule for Derivatives |
Then:
\(\ds \int_{\to 0}^{\to 1} \map {\ln^{2k + 1} } {\dfrac {1 - u} u} \rd u\) | \(=\) | \(\ds -\int_{\to \frac 1 2}^{\to -\frac 1 2} \map {\ln^{2k + 1} } {\dfrac {1 - \paren {\dfrac 1 2 - x} } {\paren {\dfrac 1 2 - x} } } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int_{\to -\frac 1 2}^{\to \frac 1 2} \map {\ln^{2k + 1} } {\dfrac {\paren {\dfrac 1 2 + x} } {\paren {\dfrac 1 2 - x} } } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 0\) | Definite Integral of Odd Function |
$\blacksquare$