1. The problem statement, all variables and given/known data

This is a statistics problem for another question but it involves a somewhat complicated double integral.

So im stuck at the last line.

We were told to use the substitution with u as i wrote down.

I don't know what to do after that part, I've tried figuring out x2 in terms of u and subbing in, but it just gets more and more complicated. The substitution with dx1 is a "correct step" as my instructor told me.

Also you need the gamma function for this:

just that the x and the y's are the alphas, and the t is x1 or x2.

Anyway so this is supposed to cancel out with the huge constant in the front resulting in a final answer of 1.