List of integrals of Gaussian functions

List of integrals of Gaussian functions

In these expressions is the standard normal probability density function, and is the corresponding cumulative distribution function (where erf is the error function).

Indefinite integrals

[1]

(in these integrals, n!! is the double factorial: for even ns it is equal to the product of all even numbers from 2 to n, and for odd ns it is the product of all odd numbers from 1 to n, additionally it is assumed that 0!! = (1)!! = 1)

[2]

List of integrals of Gaussian functions

Definite integrals

References
[1] Patel & Read (1996) list this integral without the minus sign, which is an error. See calculation by WolframAlpha (http:/ / www. wolframalpha. com/ input/ ?fp=1& i=D(-e^(-x^2/ 2)/ sqrt(2pi)*Sum((2k)!!/ (2j)!!*x^(2j),{j,0,k}),x)& s=40& incTime=true) [2] Patel & Read (1996) report this integral with error, see WolframAlpha (http:/ / www. wolframalpha. com/ input/ ?i=Integrate(1/ sqrt(2pi)*e^(-x^2/ 2)*1/ sqrt(2pi)*e^(-(a+ b*x)^2/ 2),x))

Patel, Jagdish K.; Read, Campbell B. (1996). Handbook of the normal distribution (2nd ed.). CRC Press. ISBN0-824-79342-0.

Article Sources and Contributors

Article Sources and Contributors

List of integrals of Gaussian functions Source: http://en.wikipedia.org/w/index.php?oldid=479636442 Contributors: Michael Hardy, Qwfp, Stpasha, 1 anonymous edits

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