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Integral or probability question

  1. Aug 1, 2009 #1
    Hello,

    I came across a text saying that if
    [tex]\int^{\infty}_{-\infty}P(x)=1[/tex]
    then
    [tex]\int^{\infty}_{-\infty}P(kx)=\frac{1}{k}[/tex]

    when does this apply? Does it apply for all improper integrals from [tex]-\infty[/tex] to [tex]\infty[/tex] or only when the integral evaluates to 1?
    The article where I read it stated it as something obvious with no explanations or conditions.
     
  2. jcsd
  3. Aug 1, 2009 #2
    Oh... I just did a simple variable substitution (u = kx) and it was obvious. Sorry!
     
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