Evaluating the Probability Integral Using Wallis's Product Formula for π

摘要

This is not the first time an "elementary" proof of this identity has been given. Sev-eral other proofs can be found in, e.g., [1], [3], [4], [5], [7]. Most of them are variationson a theme (double integral, gamma function, ... ). This one is a simplification of oneof the most recent ones by Lord [6].