1. The problem statement, all variables and given/known data I was doing a statistics problem, and ended up with this integral: ∞ ∫ [1/(2pi)] [e-(w2+z2w2)/2] |w| dw w=-∞ How can I evaluate this? 2. Relevant equations 3. The attempt at a solution 1) How can we integrate |w| (with the absolute value)? 2) What should we do with the z? Can we treat it as a constant here? 3) Do we need integration by parts here? If so, what should u and dv be? Looks like the thing has no antiderivative... Thanks for helping!