diff --git a/_psets/3.md b/_psets/3.md
index ff70eee3a209ee1e1661d2dce24c57d59ea21ff6..66e68bc102eca73a851f53a47958a7efd55d7614 100644
--- a/_psets/3.md
+++ b/_psets/3.md
@@ -335,6 +335,35 @@ rates.
 {:.question}
 Calculate the differential entropy of a Gaussian process.
 
+Since we're integrating the Gaussian over the whole real line, translation is irrelevant. So without
+loss of generality I'll calculate the differential entropy of a Gaussian with zero mean.
+
+$$
+\begin{align*}
+H(N(\mu, \sigma^2))
+&= -\int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}} e^{\frac{-x^2}{2 \sigma^2}} \log \left(
+    \frac{1}{\sqrt{2 \pi \sigma^2}} e^{\frac{-x^2}{2 \sigma^2}} \right) \mathrm{d} x \\
+&= -\int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}} e^{\frac{-x^2}{2 \sigma^2}} \left(
+    -\frac{1}{2} \log(2 \pi \sigma^2) - \frac{x^2}{2 \sigma^2} \right) \mathrm{d} x \\
+&= \frac{1}{2} \log(2 \pi \sigma^2) \int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}}
+    e^{\frac{-x^2}{2 \sigma^2}} \mathrm{d} x + \int_{-\infty}^\infty \frac{1}{\sqrt{2 \pi \sigma^2}}
+    \frac{x^2}{2 \sigma^2} e^{\frac{-x^2}{2 \sigma^2}} \mathrm{d} x \\
+&= \frac{1}{2} \log(2 \pi \sigma^2) + \frac{1}{2} \int_{-\infty}^\infty
+    \left( \frac{x}{\sqrt{2 \pi \sigma^2}} \right) \left( \frac{x}{\sigma^2}
+    e^{\frac{-x^2}{2 \sigma^2}} \right) \mathrm{d} x \\
+&= \frac{1}{2} \log(2 \pi \sigma^2) + \frac{1}{2} \int_{-\infty}^\infty
+    \frac{1}{\sqrt{2 \pi \sigma^2}} e^{\frac{-x^2}{2 \sigma^2}} \mathrm{d} x \\
+&= \frac{1}{2} \log(2 \pi \sigma^2) + \frac{1}{2} \\
+&= \frac{1}{2} \log(2 \pi e \sigma^2)
+\end{align*}
+$$
+
+The second term was integrated by parts. Note that
+
+$$
+\frac{d}{dx} e^{\frac{-x^2}{2 \sigma^2}} = -\frac{x}{\sigma^2} e^{\frac{-x^2}{2 \sigma^2}}
+$$
+
 
 ## (4.5)