Perceptualand Motor Skills, 1994, 79, 1123-1127.

O Perceptual and Motor Skills 1994

THE MOI FORMULA FOR IMPROPER

EXPONENTIAL DEFINITE INTEGRALS '

FRANK O'BRIEN, SHERRY E. HAMMEL, CHUNG T. N G W E N

U.S. Naval Undersea Warbre Center Division, Newport

Summary.-A general formula is developed for solving a type of improper expo-

nential definite integral of order n in the number plane. Termed the Moi Formula, it
is shown to produce substantially simpler derivations of the finite moments of a prob-
ability distribution employed for assessing stochastic randomness, such as recently pub-
lished by the authors. Other applications of the integral formula are discussed.

In a recent paper a statistical method was presented for determining

whether points distributed in the plane are characterized by stochastic ran-
domness (O'Brien, 1994). O'Brien, Nguyen, and Hammel (1994) subsequent-
ly generalized the randomness method to any finite Euclidean dimension and
identified areas in which the method may be employed. O'Brien (1994) dem-
onstrated the detailed derivation of the component method measures. Those
measures, derived from a spatial Poisson process, were the statistical mo-
ments used in the central limit theorem-based approximation of a normal dis-
tribution for finite samples to assess the randomness hypothesis.
The purpose of the present paper is to present a recently derived for-
mula which simplifies substantially the derivations in the above papers. The
formula derived here has uses besides the specific application to O'Brien's
probability method and these are discussed briefly in this paper.
The formula derived in this paper is not claimed as unique for it could
possibly be inferred from similar forms found in standard integration hand-
books such as Gradshteyn and Ryzhik (196511980); however, it does not
appear to be stated in standard handbooks for powers beyond two. Moreover,
the formula derivation involves technical considerations that are beyond the
scope of the present paper (such as convergence of the improper integral).
Standard references such as Sokolnikoff (1939) may be consulted for discus-
sion of these theoretical mathematical issues.

'This study was supported by the Office of Naval Research, Program Manager D. C. Houser
(ONR-333). Additional support was provided by NUWC-NPT Research Project 794P03, "Con-
trol of Nonlinear D namic Systems Using Artificial Neural Networks" (Principal Investigator,
Chung T. Nguyen; lenior Advisor, Dr. Sherry E. Hammel). The authors acknowledge Dr. Roy
L. Streit (Code 22101) for su gesting the usefulness of this research project in the area of un-
dersea signal processing. We afso express gratitude to John S. Davis (Head, Technology and Ad-
vanced Systems Division), Ann H . Silva (Program Mana er, Tactical Control Science and Tech-
nology Program), and Kai F. Gong (Team Leader, ~ a c t i cControl
j Science and Technology Pro-
g m m l for invaluable technical and pro rammatic support of this research project. David M.
George (Code 2211) is acknowledged k r helpful discussions on the derivation and its appli-
cation in probability theory. Address correspondence to F. O'Brien, Ph.D., U.S. Naval Undersea
Warfare Center Division, Newport, Code 2211, B 1171-1, 1176 Howell Street, Newport, RI
02841-1708, USA.
1124 F. O'BRIEN, ET AL.

DERIVATION OF INTEGRAL FORMULA

To motivate the issues, consider the derivation of the mean (first mo-
ment) of the nearest neighbor Poisson process model presented by O'Brien
(1994). The theoretical mean value of the random distribution was given as
Equation [A-41 in O'Brien (1994, p. 712) and was derived from an evalua-
tion of the following definite integral:

where a > O may be assumed to be a real-valued constant. The solution to

Equation [I] was obtained by O'Brien (1994) in several steps employing
standard calculus reduction procedures.
To simplify the two-dimensional distribution derivations presented by
O'Brien (1994) and the multidimensional random distribution derivations of
O'Brien, et al. (1994), Equation [I] may be restated in its more general form
as a fully parameterized exponential decay function for real numbers:

where (a$0, b>O, m, n~ 0) are real-valued constants. Equation [2] is an

improper exponential definite integral of exponential order n that cannot be
solved directly with the aid of the Fundamental Theorem of the Integral Cal-
culus. One method for evaluating Equation [2] directly is by considering the
following approach involving the Change of Variable Theorem for Definite
Integrals and the standard gamma function (Euler's integral).
Thus, to evaluate Equation [2], first make the change of variable by set-
ds
ting s = ox: Then -
dx
= n/3xn-I which, upon substitution, transforms [2] to

where = n-'(m + I), (y >0).

Then derive x " ' ~- ') from s = pxn to get

The integral in Equation [4] is recognized to be a form of the gamma

function, i.e.,
 FORMULA: IMPROPER EXPONENTIAL DEFINITE INTEGRALS 1125

Thus, substituting Equation [5] into Equation [4] gives the solution to Equa-
tion [21:

where (Real CY z 0, P > 0, m, n z 0, y > 0) and y is defined in Equation [3Al.

This completes the derivation of Equation [2]. Equation [6] is one solu-
tion to the general form of the exponential improper definite integral of
Equation [2]. The authors will refer to Equation [6] nominally as the Moi
Formula (so named after a man recently introduced to readers of the well-
known weekly magazine, The New Yorker). '
Equation [I] may now be solved directly by use of the Moi Formula. To
d o this, let x be r, and set a = 2a, m = n = 2, 0 = a . Then substituting these
quantities into Equation [6] produces

3
where the value is known to equal 2-llr112. This solution corresponds
to the result provided by the longer derivation for two-dimensional distribu-
tions presented by O'Brien (1994) and O'Brien, et al. (1994).
The same approach as just used for the theoretical mean of the prob-
ability distribution may be taken for higher moments. The results by use of
the Moi Formula will be the same as those published in O'Brien's papers.
APPLICA~ON OF THE MOI FORMULAI N PROBABILITY THEORY
Research scientists employ the concepts of probability theory and math-
ematical statistics to many areas of scientific and engineering research, in-
cluding deriving new formulas for investigative purposes. To this end, the au-
thors find a wide range of functions for which the Moi Formula can be used.
For example, the Moi Formula can be used to prove that a continuous prob-
ability distribution function (Hogg & Craig, 1969) does translate into a prob-
ability density function. To exemplify its use for functions with known re-
sults, some continuous probability distributions such as the interrelated fam-
ily of the normal, gamma, and chi squared (among others) can be shown to

'Equation [61 is named in honor of a fascinating man named Moi (see The New Yorker article
by J. Kane, 1994). "Moi" (pronounced like "boy") is translated into English as "dream" (as in
a vision).
1126 F, O'BRIEN, ETAL.

be evaluated directly with the Moi Formula since those functions all involve
improper exponential integrals which converge.
To give but one example, consider the normal probability curve:

The standard solution to Equation [8], presented in probability textbooks

(such as Hogg & Craig, 1969), involves the ingenious device of transforming
to a double integral in a polar coordinate system. Since, for example, in
Hogg and Craig (1969), the gamma function is studied before the normal
distribution, then use of the Moi Formula is warranted to evaluate Equation
[8]. To do this, Equation [8], since it is a symmetric function, can be re-
written in the form of Equation [21 as

Letting a = 2, m = 0, P = 0.5, n = 2, and substituting into the Moi Formula

gives

where r(f) is known to equal 6.

Additional applications of the Moi Formula can be made to other probability
- -

distributions.
I t is we1 known that many integrals encountered in scientific investiga-
tions cannot be solved in closed form. Typically, after trial-and-error efforts,
the investigator resorts to methods of approximate integration such as power
series expansions to obtain a reasonably accurate result. I n probability theory
such expansions are employed for compiling tables of cumulative distribution
functions such as the normal distribution. When integrals are of the form in
Equation [2], the Moi Formula can provide a straightforward answer to
whether the exponential function is integrable. For example, consider the
following integral:

and the Moi Formula solution:

 FORMULA: IMPROPER EXPONENTIAL DEFINITE INTEGRALS 1127

1
The value I'(?) may be obtained numerically such as by evaluating Equation
[5] with y = 113 or by consulting a standard reference source.
One of the most imposing integrals conforming to Equation [2] ever en-
countered by the authors was published by the late mathematical biologist P.
J. Clark (1955). The integral (Formula 2, p. 373), filling two full columns in
Clark's Science article, was derived by use of the Moi Formula, albeit after
considerable manipulation, and checked for accuracy against Clark's solution
published in the same article.
I n conclusion, the derived formula of Equation [GI, the Moi Formula, is
not totally novel. Its relationship to the gamma function for powers greater
than two and the consequent simplification of certain derivations is believed
to be unique, and thus may have certain pedagogical advantages over other
approaches.
REFERENCES
CLARK,F? J. (1955) Grouping in spatial distributions. Science, 123, 373-374.
GRADSHTEYN, I. S., & RYZHIK,I. M. (196511980) Z b l e of integrals, series and products. New
York: Academic Press.
HoGG;R. V., & CRAIG,A. T. (1969) Introduction to mathematical statistics. (2nd ed.) New York:
Macrnillan.
KANE,J. (May 2, 1994) Moi goes to Washington. The New Yorker, LXX(11), 77 fE.
O'BRLEN, F. (1994) A test of randomness for finite spatial distributions. Perceptual and Motor
Skills, 78, 707-714.
O'BUEN,F., NGWEN, C. T., & HAMMEL, S. E. (1994) Novel method For characterizing sto-
chastic processes and its application in the undersea environment. Proceedings of the
Oceans 94 Osazes Conference, Brest, France.
SOKOLNMOFF,I. S. (1939) Advanced calculus. New York McGraw-Hill.

Accepted September 12, 1994