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## Homework Statement

I'm having difficulty integrating something,

click http://en.wikipedia.org/wiki/Normal_distribution

and under Cumulative distribution function, there is an integral - how do you get to the next line?

## Homework Equations

## The Attempt at a Solution

i have tried the substitution of [tex]t=u-\mu[/tex] which gives

[tex]\int_{-\infty}^{x}e^{-t^{2}/2}dt[/tex]

but can't integrate this.