MML Discourse archived in May, 2026

U Substitution for an exponential distribution

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Use u-substitution to evaluate the definite integral

\int_0^{\infty} e^{-3x} \, dx.
User 003

Define u=-3x

Substitute the bounds of the integral, 0 and \infty, for x to get the new bounds, 0 and -\infty.

\frac{du}{dx} = -3 so dx = -\frac{1}{3}du

Substitute the new bounds and dx to get the new integral:

-\frac{1}{3}\int_0^{-\infty} e^{u} \, du =-\frac{1}{3}e^u\Big|_{0}^{-\infty}=0-(-\frac{1}{3})=\frac{1}{3}

User 009
u = -3x \\ du = -3dx \\ du/-3 = dx
\int_0^\infty e^u \, \frac{du}{-3}\\ \\ \frac{-1}{3}\int_0^\infty e^u \, du
\frac{-1}{3}e^u\Bigg|_0^\infty\\ \\ \frac{-1}{3}e^{-3x}\Bigg|_0^\infty
-1/3(0-1) = 1/3