Computing area under whole normal distribution function.
\[\int\limits_{-\infty}^{+\infty}e^{-x^2}dx = \sqrt{\int\limits_{-\infty}^{+\infty}\int\limits_{-\infty}^{+\infty}e^{-x^2-y^2}dxdy} = \sqrt{ \int\limits_{0}^{2\pi}\int\limits_{0}^{\infty} r e^{-r^2}drd \theta }\] The integral is further evaluated, but my question is - the transformation of cartezian to polar coords, I got the (x^2 + y^2)=r^2 part, but I cannot see why the diameter appears in front of the exponetial. Any ideas? Multivariable transformation of coords - please only uni-level answers, thanks.
@zarkon he seems to be a sevant at these things.
If you have time, see http://ocw.mit.edu/courses/mathematics/18-02-multivariable-calculus-fall-2007/video-lectures/lecture-17-polar-coordinates/
what diameter?
you mean why x^2+y^2=r^2?
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