Striking applications of integration by parts What are your favorite applications of integration by parts?
(The answers can be as lowbrow or highbrow as you wish. I'd just like to get a bunch of these in one place!)
Thanks for your contributions, in advance! 

My favorite example of integration by parts (there are other nice tricks as well in this example but integration by parts starts it off) is this:
Let $I_n = \displaystyle \int_{0}^{\frac{\pi}{2}} \sin^n(x) dx$.
$I_n = \displaystyle \int_{0}^{\frac{\pi}{2}} \sin^{n-1}(x) d(-\cos(x)) = -\sin^{n-1}(x) \cos(x) |_{0}^{\frac{\pi}{2}} + \int_{0}^{\frac{\pi}{2}} (n-1) \sin^{n-2}(x) \cos^2(x) dx$
The first expression on the right hand side is zero since $\sin(0) = 0$ and $\cos(\frac{\pi}{2}) = 0$.
Now rewrite $\cos^2(x) = 1 - \sin^2(x)$ to get
$I_n = (n-1) (\displaystyle \int_{0}^{\frac{\pi}{2}} \sin^{n-2}(x) dx - \int_{0}^{\frac{\pi}{2}} \sin^{n}(x) dx) = (n-1) I_{n-2} - (n-1) I_n$.
Rearranging we get  $n I_n = (n-1) I_{n-2}$, $I_n = \frac{n-1}{n}I_{n-2}$.
Using this recurrence we get
$$I_{2k+1} = \frac{2k}{2k+1}\frac{2k-2}{2k-1} \cdots \frac{2}{3} I_1$$
$$I_{2k} = \frac{2k-1}{2k}\frac{2k-3}{2k-2} \cdots \frac{1}{2} I_0$$
$I_1$ and $I_0$ can be directly evaluated to be $1$ and $\frac{\pi}{2}$ respectively and hence,
$$I_{2k+1} = \frac{2k}{2k+1}\frac{2k-2}{2k-1} \cdots \frac{2}{3}$$
$$I_{2k} = \frac{2k-1}{2k}\frac{2k-3}{2k-2} \cdots \frac{1}{2} \frac{\pi}{2}$$
