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Math Help - Double integral help.

  1. #1
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    Double integral help.

    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.
    Last edited by mr fantastic; November 11th 2010 at 04:50 AM. Reason: Title.
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