106 3. ADVANCED INTEGRATION
D
Z
2
0
Z
2
0
r
3
dr d
D
Z
2
0
1
4
r
4
ˇ
ˇ
ˇ
ˇ
2
0
d
D
Z
2
0
.
16=4 0
/
d
D
Z
2
0
4d
D 4
ˇ
ˇ
ˇ
ˇ
2
0
D 8 0 D 8 units
3
˙
e next example is a very important one for the theory of statistics. As you know if you have
studied statistics, the normal distribution has a probability distribution function of:
1
p
2
e
x
2
=2
e area under the curve of a probability distribution function must be equal to one. us,
if you have a function with an area greater than one, you must multiply it by a normalizing
constant equal to one over the area.
e following example shows where the normalizing constant
1
p
2
in the normal distri-
bution probability distribution function comes from.
e integral relies on a trick: squaring the integral and then shifting the squared integral to polar
coordinates. is changes an impossible integral into one that can be done without difficulty by
u-substitution. Sadly, this only permits the evaluation of the integral on the interval Œ1; 1;
the coordinate change is intractable except on the full interval where the function exists.