Answer: The Integral That Sums to an Arcsine
Key Idea / Intuition
The weight 1 / x ( 1 − x ) 1/\sqrt{x(1-x)} 1/ x ( 1 − x ) is the arclength element of the Beta distribution, and the substitution x = sin 2 θ x = \sin^2\theta x = sin 2 θ transforms the integral into one involving ln ( sin 2 θ ) \ln(\sin^2\theta) ln ( sin 2 θ ) against a flat measure on [ 0 , π / 2 ] [0,\pi/2] [ 0 , π /2 ] — which is precisely twice the classical log-sine integral ∫ 0 π / 2 ln ( sin θ ) d θ = − π 2 ln 2 \int_0^{\pi/2}\ln(\sin\theta)\,d\theta = -\frac{\pi}{2}\ln 2 ∫ 0 π /2 ln ( sin θ ) d θ = − 2 π ln 2 . The answer turns out to be a clean multiple of π ln 2 \pi\ln 2 π ln 2 .
Formal Proof / Solution
Step 1: Substitution x = sin 2 θ x = \sin^2\theta x = sin 2 θ .
Let x = sin 2 θ x = \sin^2\theta x = sin 2 θ , so d x = 2 sin θ cos θ d θ dx = 2\sin\theta\cos\theta\,d\theta d x = 2 sin θ cos θ d θ , and:
x ( 1 − x ) = sin 2 θ cos 2 θ = sin θ cos θ . \sqrt{x(1-x)} = \sqrt{\sin^2\theta\cos^2\theta} = \sin\theta\cos\theta. x ( 1 − x ) = sin 2 θ cos 2 θ = sin θ cos θ .
When x = 0 x=0 x = 0 , θ = 0 \theta=0 θ = 0 ; when x = 1 x=1 x = 1 , θ = π / 2 \theta=\pi/2 θ = π /2 . Thus:
I = ∫ 0 π / 2 ln ( sin 2 θ ) sin θ cos θ ⋅ 2 sin θ cos θ d θ = 2 ∫ 0 π / 2 ln ( sin 2 θ ) d θ . I = \int_0^{\pi/2} \frac{\ln(\sin^2\theta)}{\sin\theta\cos\theta}\cdot 2\sin\theta\cos\theta\,d\theta = 2\int_0^{\pi/2}\ln(\sin^2\theta)\,d\theta. I = ∫ 0 π /2 s i n θ c o s θ l n ( s i n 2 θ ) ⋅ 2 sin θ cos θ d θ = 2 ∫ 0 π /2 ln ( sin 2 θ ) d θ .
Step 2: Simplify.
I = 2 ∫ 0 π / 2 2 ln ( sin θ ) d θ = 4 ∫ 0 π / 2 ln ( sin θ ) d θ . I = 2\int_0^{\pi/2} 2\ln(\sin\theta)\,d\theta = 4\int_0^{\pi/2}\ln(\sin\theta)\,d\theta. I = 2 ∫ 0 π /2 2 ln ( sin θ ) d θ = 4 ∫ 0 π /2 ln ( sin θ ) d θ .
Step 3: Use the classical log-sine integral.
The classical result (provable by the reflection symmetry θ ↦ π / 2 − θ \theta \mapsto \pi/2 - \theta θ ↦ π /2 − θ and Wallis's product) states:
∫ 0 π / 2 ln ( sin θ ) d θ = − π 2 ln 2. \int_0^{\pi/2}\ln(\sin\theta)\,d\theta = -\frac{\pi}{2}\ln 2. ∫ 0 π /2 ln ( sin θ ) d θ = − 2 π ln 2.
Step 4: Conclude.
I = 4 ⋅ ( − π 2 ln 2 ) = − 2 π ln 2. I = 4\cdot\left(-\frac{\pi}{2}\ln 2\right) = -2\pi\ln 2. I = 4 ⋅ ( − 2 π ln 2 ) = − 2 π ln 2.
Quick verification of the classical log-sine integral (for completeness):
Let L = ∫ 0 π / 2 ln ( sin θ ) d θ L = \int_0^{\pi/2}\ln(\sin\theta)\,d\theta L = ∫ 0 π /2 ln ( sin θ ) d θ . By θ ↦ π / 2 − θ \theta\mapsto\pi/2-\theta θ ↦ π /2 − θ , also L = ∫ 0 π / 2 ln ( cos θ ) d θ L = \int_0^{\pi/2}\ln(\cos\theta)\,d\theta L = ∫ 0 π /2 ln ( cos θ ) d θ . Thus:
2 L = ∫ 0 π / 2 ln ( sin θ cos θ ) d θ = ∫ 0 π / 2 ln ( sin 2 θ 2 ) d θ . 2L = \int_0^{\pi/2}\ln(\sin\theta\cos\theta)\,d\theta = \int_0^{\pi/2}\ln\!\left(\tfrac{\sin 2\theta}{2}\right)d\theta. 2 L = ∫ 0 π /2 ln ( sin θ cos θ ) d θ = ∫ 0 π /2 ln ( 2 s i n 2 θ ) d θ .
Substituting ϕ = 2 θ \phi = 2\theta ϕ = 2 θ and using the π / 2 \pi/2 π /2 -periodicity:
2 L = 1 2 ∫ 0 π ln ( sin ϕ ) d ϕ − π 2 ln 2 = L − π 2 ln 2 , 2L = \tfrac{1}{2}\int_0^{\pi}\ln(\sin\phi)\,d\phi - \tfrac{\pi}{2}\ln 2 = L - \tfrac{\pi}{2}\ln 2, 2 L = 2 1 ∫ 0 π ln ( sin ϕ ) d ϕ − 2 π ln 2 = L − 2 π ln 2 ,
so L = − π 2 ln 2 L = -\tfrac{\pi}{2}\ln 2 L = − 2 π ln 2 . ✓ \checkmark ✓
Final answer:
I = − 2 π ln 2. \boxed{I = -2\pi\ln 2.} I = − 2 π ln 2.