Gaussian Functions Integral Table
Gaussian Functions Integral Table
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]
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.
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