Mathematica code for change of variable

*To*: mathgroup at smc.vnet.net*Subject*: [mg115313] Mathematica code for change of variable*From*: Lynn Bu <bu.lynn5 at gmail.com>*Date*: Fri, 7 Jan 2011 04:10:27 -0500 (EST)

Hello, I work in Mathematica 7.0 and would like to know how to solve for S(B): given that S(t) = Integral[p(x,t) Log[p(x,t)]dx, (-infinity, infinity)] and p(x,t) = (1/ct) F(x/ ct). There is a change of the variable x into: y = x/ ct In which case S(B) looks like: S(B) = A + cB for A = Integral[dy F(y) Ln[F(y)], (-infinity, infinity)] and B = Ln(t) This is of course easier to solve by hand but I need a way to demonstrate in Mathematica. I used "Solve", combining first two equations, etc, however I was not successful. Thanks if you can help, L.B.