List of integrals of Gaussian functions
is the standard normal probability density function,
In these expressions,
In these integrals, n!! is the double factorial: for even n it is equal to the product of all even numbers from 2 to n, and for odd n it is the product of all odd numbers from 1 to n ; additionally it is assumed that 0!! = (−1)!! = 1.
- Patel, Jagdish K.; Read, Campbell B. (1996). Handbook of the normal distribution (2nd ed.). CRC Press. ISBN 0-8247-9342-0.
- Owen, D. (1980). "A table of normal integrals". Communications in Statistics: Simulation and Computation. B9. pp. 389–419.