I opened this issue a few days ago:
https://github.com/sympy/sympy/issues/9189

I bumped into this problem because it was raised by the stats module. 
Apparently the integration algorithm is unable to cope with unions of 
intervals.

I was wondering, is it correct to pass a union of intervals to the 
integrator? The stats module calls such integrals. Are there any plans to 
support them?

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