Integral or probability question

1. Aug 1, 2009

Boxc

Hello,

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

when does this apply? Does it apply for all improper integrals from $$-\infty$$ to $$\infty$$ 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. Aug 1, 2009

Boxc

Oh... I just did a simple variable substitution (u = kx) and it was obvious. Sorry!