• anonymous
In reading another site I found the following and I don't understand how the limits of integration are derived when the order of integration is changed: \int f_U(u) h(u)\,du=\int_0^\infty \int_0^\infty\int_{(y+z)/3}^\infty f(3u-y-z,y,z)h(u) 3\,du\,dy\,dz Changing the order of integration we can write: \int f_U(u) h(u)\,du=\int_0^\infty\int_0^{3u} \int_0^{3u-z} f(3u-y-z,y,z)h(u) 3\,dy\,dz\,du
Mathematics

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