Help with Integral - Solve 1/Sqrt(2*Pi) x Integral of exp^(-1/2*epsilon^2)

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The discussion focuses on the integration of the expression 1/Sqrt(2*Pi) x Integral of exp^(-1/2*epsilon^2) with respect to epsilon between the limits -d2 and -d1. The integral represents the standard normal distribution, and the solution can be derived using the cumulative distribution function, specifically \Phi(-d2) - \Phi(-d1). Additionally, reference to error function tables is suggested for practical calculations.

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Suz84
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Dear All,

I am currently stuck on how to integrate the following:

1/Sqrt(2*Pi) x Integral of exp^(-1/2*epsilon^2).

The above must be integrated with respect to epsilon between two values, -d2 above and -d1 below. I know that you may be able to use the density function of the standard normal, but I am really stuck.

Please help,

Many thanks,

Suz
 
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This is the (integral of the) standard normal distribution. Just look up [itex]\Phi(-d_2)-\Phi(-d_1)[/itex].
 
Last edited:
You can also search for a table with values for the error function.

Daniel.
 

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