Hi,

I have the following step in a derivation

$\displaystyle \lambda^2 \cdot \exp{(-\lambda w)} \int_{0}^{w} \mathrm{d} x = \lambda^2 \cdot w \cdot \exp{(-\lambda w)} $

where $\displaystyle w \geq 0 $ and $\displaystyle x \geq 0$ and $\displaystyle w = x + y$

Whats going on here? Is the integral over w w.r.t. x w by definition? How can you have an integral over no function?

I guess this is pretty school-ish, but I haven't seen it before and would appreciate any clarity that can be provided.

Thanks, MD