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Help with Integral

  1. Aug 1, 2006 #1
    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,

  2. jcsd
  3. Aug 1, 2006 #2
    This is the (integral of the) standard normal distribution. Just look up [itex]\Phi(-d_2)-\Phi(-d_1)[/itex].
    Last edited: Aug 1, 2006
  4. Aug 8, 2006 #3


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    You can also search for a table with values for the error function.

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