What does the plus that precedes p(y) indicate? If you want the integral:
Write and let .
You will need to find the integral , for which you should see here.
I am not sure...I guess it means that it is positive? It does not say anything else.
I have done it but I have got the wrong result, I think.
I used a different substitution though, , with .
A summary of my calculations is here:
Substituting back to y:
(using the fact that