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Thank you for your reply.

The answer is correct but just a few points for clarification of my mind:

  • maxima is able to compute the integral correctly but it totally different software and sage can interface with it. However the syntax is totally different.

  • The mystery that why sage cannot solve the integral is not resolved, right?

  • It is not clear why we need to define (mu > 0) even in maxima.

Again thank you for your reply.