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While trying to evaluate the integral $\int_{y=0}^{x_2}\int_{x=0}^{min(x_1,y)} n (n - 1) (1 - y)^{(n - 2)}dxdy $ , Mathematica does not seem to yield any results.

 Integrate[n (n - 1) (1 - y)^(n - 2), {y, 0, x2}, {x, 0, Min[y, x1]}]

Wolframm alpha also fails saying standard computation time exceeded. Is there anyway to evaluate the integral? I also tried this,

Assuming[0 < x1 < x2 < 1, 
 Integrate[n (n - 1) (1 - y)^(n - 2), {y, 0, x2}, {x, 0, Min[y, x1]}]]
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No assumptions on n? –  J. M. May 20 '13 at 6:38

1 Answer 1

up vote 5 down vote accepted

Hopefully we're converging on the desired integral:

Assuming[(0 < x1 < x2 < 1), 
  Integrate[n (n - 1) (1 - y)^(n - 2), {y, 0, x2}, {x, 0, x1}]]

which has answer

(n x1 (-1 + (1 - x2)^n + x2))/(-1 + x2)

Though it may be that what you are after is:

Assuming[(0 < x1 < x2 < 1), 
  Integrate[n (n - 1) (1 - y)^(n - 2), {x, 0, x1}, {y, 0, x2}]]

which has answer:

x1 (n - n (1 - x2)^(-1 + n))

The difference between the two is the order of integration: the first variable given corresponds to the outermost integral, and is done last.

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updated the question. I made some mistake while copying the code.. –  AIB May 20 '13 at 10:51
    
Do you want it with or without the $n$ in the integrand? It works either way. –  bill s May 20 '13 at 11:01
    
with n..Anyway, since they are constants , doesnt matter –  AIB May 20 '13 at 11:52
    
This is the actual integral I'm trying to evaluate: $\int_{x=0}^{x_1} \int_{y=0}^{x_2} n (n - 1) (1 - y)^{(n - 2)}dxdy $ subject to $0<x<y<1$ and $0<x_1<x_2<1$ –  AIB May 20 '13 at 12:05
    
@AIB: You still haven't answered my question. No assumptions on $n$? BTW, you might be interested in Boole[]. –  J. M. May 20 '13 at 12:09

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