Can someone explain to me the last step in this calculation of a probability density function?
$$P(R \in dr)=\frac{\pi(r+dr)^2-\pi r^2}{\pi} = 2r \, dr,$$ by ignoring the term involving $(dr)^2$.
Why does it ignore $(dr)^2$? If it ignores $(dr)^2$, why not ignore $dr$ as well?