NOTE: Calculating Normalizing Constants. The first calculation in Example 3.2.3 illustrates an important pint that simplifies many statistical results. The p.d.f. of X was specified without explicitly giving the value of the constant c. However, we were able to figure out what was the value of c by using the fact that the integral of a p.d.f must be 1. It will often happen, especially in Chapter 7 where we find sampling distributions of summaries of observed data, that we can determine the p.d.f. of a random variable except for a constant factor. That constant factor must be the unique value such that the integral of the p.d.f. is 1, even if we connot calculate it directly.