Thank you for clearing up the problem, I haven't learn how to do double intergral yet so is there any other way of doing it without using double intergral??
also \int_{-\infty}^{\infty} e^{-x^2/2} \,dx = \sqrt{\pi/2}. ...is this correct? what i did i just use e^{-x^2} and substitute -x^2/2...