34. Let I = R 0 ex2/2 dx; then Let y/x = s and change the...
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34. Let I =
R
∞
0 e−x2/2 dx; then
Let y/x = s and change the order of integration to show that I2 = π/2. This gives an alternative proof of the fact that is a distribution function. The advantage of this method is that it avoids polar coordinates.
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Fundamentals Of Probability With Stochastic Processes
ISBN: 9780429856273
4th Edition
Authors: Saeed Ghahramani
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