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Gaussian Functions Integral Table

This document lists integrals of Gaussian functions, including indefinite integrals of the standard normal probability density function and the corresponding cumulative distribution function. It also lists some definite integrals and references a textbook that contains errors in some of the reported integrals. The document provides sources to verify the correct expressions for the integrals.
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0% found this document useful (0 votes)
3K views

Gaussian Functions Integral Table

This document lists integrals of Gaussian functions, including indefinite integrals of the standard normal probability density function and the corresponding cumulative distribution function. It also lists some definite integrals and references a textbook that contains errors in some of the reported integrals. The document provides sources to verify the correct expressions for the integrals.
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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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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Creative Commons Attribution-Share Alike 3.0 Unported //creativecommons.org/licenses/by-sa/3.0/

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