The value of the integral \(I=\int_{-\infty}^{\infty} e^{-x^{2} / 2} d x\) is
(a) Use polar coordinates to evaluate the improper integral
$$
\begin{aligned}
I^{2} &=\left(\int_{-\infty}^{\infty} e^{-x^{2} / 2} d
x\right)\left(\int_{-\infty}^{\infty} e^{-y^{2} / 2} d y\right) \\
&=\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-\left(x^{2}+y^{2}\right)
/ 2} d A
\end{aligned}
$$
(b) Use the result of part (a) to determine \(I\).
For more information on this problem, see the article "Integrating
\(e^{-x^{2}}\) Without Polar Coordinates" by William Dunham in Mathematics
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