In Bishops book, "Statistical Pattern Recognition", there is one exercise, which states to derive the second order moment of the Gaussian Distribution:
$E[x^2] = \int_{-\infty}^{\infty} N(x|\mu, \sigma^2 )x^2dx = \mu^2 + \sigma^2 $
As a hint, the book states to take the derivative of
$\int_{-\infty}^{\infty} N(x|\mu, \sigma^2 )dx = 1 $
with respect to $\sigma^2$.
This is what I have tried and failed miserably and where I need some advice in the right direction. My current attempt:
$ \int_{-\infty}^{\infty} \exp(-\frac{1}{2\sigma^2} (x-\mu)^2)dx = \sqrt{2\pi\sigma^2} $
$ \Longrightarrow \int_{-\infty}^{\infty} \frac{d}{d\sigma^2} \exp(-\frac{1}{2\sigma^2} (x-\mu)^2)dx = \frac{d}{d\sigma^2} \sqrt{2\pi\sigma^2} $
I then tried to substitute $z = \sigma^2$, before taking the derivative.
$ \Longrightarrow \int_{-\infty}^{\infty} \frac{d}{dz} \exp(-\frac{1}{2z} (x-\mu)^2)dx = \frac{d}{dz} \sqrt{2\pi z} $
$ \Longrightarrow \int_{-\infty}^{\infty} \frac{1}{2z^2}(x-\mu)^2 \exp(-\frac{1}{2z} (x-\mu)^2)dx = (2\pi z)^{-0.5} $
I am sure, that up to this point couple of mistakes already must have happend, which is why I will not write down my subsequent transformations.