Automatic support for infinite domains

I would like to integrate a two-dimensional function from -Inf to Inf. To explore my possiblities, I wrote this simple function

`f(x) = x.^2 .*pdf.(Normal(), 2 .*x)`

It works without problems when using QuadGK, but does not converge at all using HCubature:

```
using QuadGK, Distributions, HCubature

f(x) = x.^2 .*pdf.(Normal(), 2 .*x)
quadgk(f, -Inf, Inf)
hcubature(f, [-Inf], [Inf] )
```

Is this a well known problem?

Start by reproducing the Julia example in the issue with QuadGK and HCubature, focusing on integration over [-Inf, Inf]. No source file or test is named; determine which HCubature entry point handles infinite bounds and define done as resolving or clearly documenting the non-convergence behavior.

Written by the indexing model from the issue text.