# Normal Distribution Integral

1. Mar 4, 2008

### wombat4000

1. The problem statement, all variables and given/known data

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?

2. Relevant equations

3. The attempt at a solution

i have tried the substitution of $$t=u-\mu$$ which gives
$$\int_{-\infty}^{x}e^{-t^{2}/2}dt$$

but can't integrate this.

2. Mar 4, 2008

### tiny-tim

see error functions

Hi wombat! Welcome to PF

All you need is in http://en.wikipedia.org/wiki/Error_function

Good luck!

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3. Mar 5, 2008

### wombat4000

Still don't really understand what's what - this to clarify this is what i was originally referring to

and this is what i got from the error function page

but i need to integrate from $$-\infty$$ to x.

Last edited: Mar 5, 2008
4. Mar 5, 2008

### wombat4000

Thanks for your help by the way!

5. Mar 5, 2008

### tiny-tim

An even function!

Ah! You didn't take account of the fact that the integrand is the same for -t as for t (an "even function"), so you can mutiply the limits by -1:

$$\int_{-\infty}^{x}e^{-t^{2}/2}dt$$​

is the same as:

$$\int_{-x}^{\infty}e^{-t^{2}/2}dt\qquad,$$​

which is (a multiple of) erfc(-x).

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6. Mar 6, 2008

### wombat4000

i still don't get it.

7. Mar 6, 2008

### wombat4000

i know that

and

but i don't end up with

8. Mar 6, 2008

### wombat4000

should i being using this?

$$\int_{-x}^{\infty}e^{-t^{2}/2}dt\qquad$$ = $$\int_{-x}^{\infty}{e^{-t^{2}}e^{t^{2}/2}}dt\qquad$$

9. Mar 6, 2008

### wombat4000

what should $$\phi$$ equal?

?

10. Aug 29, 2008

### nowoman

I think in this case, x should be greater than zero.