Note: This only works when \(x\) is measured in radians. We are now going to look at more complex trigonometric functions where we will use the general rule: \(\int {\cos (ax + b)dx = \frac{1}{a}} ...

Remember that integration is the inverse procedure to differentiation. So, if you can do trigonometric differentiation, you can do trig integration.

The first identity (Section 2) expresses a moment of a product of multivariate t densities as an integral of dimension one less than the number of factors. This identity is applied to inference ...