Evaluation of a multiple integral of Tefera via properties of the exponential distribution

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Summary: An interesting integral originally obtained by \textit{A. Tefera} [Electron. J. Comb. 6, No. 1, Notes N2, 7 p. (1999; Zbl 0939.65035] via the WZ method is proved using calculus and basic probability. General recursions for a class of such integrals are derived and associated combinatorial identities are mentioned.











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