Integrating exp(-epsilon²/2) with the normal distribution

[Suz84]

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

 

[Data]

This is the (integral of the) standard normal distribution. Just look up $\Phi(-d_2)-\Phi(-d_1)$.

 

[dextercioby]

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

Daniel.