following question: I don't know how the hell happened to the double integral in the proof below and how the r appeared behind the 1/pi. I would really appreciate your help on this.
Best, KingDingeling
2026-03-25 15:57:28.1774454248
Functions of a random vector
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I would say
$\iint_A f(x,y)\,dxdy=\int_0^a\int_0^b g(r,\Theta)|J|\,drd\Theta$.
J = Jacobian of transformation to polar coordinates = r.