Please could somebody show me all steps to get the E(X^2) of a normal distribution. I have gone until the following step. It is necesary to expand the brackets and afterwards to integrate each term inside that at the end we would obtain ^2+^2 please show me all steps of integration. Solution you can write (y+u)2 = 2y2+u2+2yu now you will have 3 integrations solve by using ELITE rule (integration by-parts).