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Integrating Probability density function Watch

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    This is the Formula I need to Integrate and was having trouble working it out
    P(x)=1/(√π*2) *e^-[(x^2/2)] Standard Deviation is 1 and mean is 0
    Lower Bound as -Infinite and Higher Bound as 2
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    You will have to resort to non-elementary functions since integrate e^-x^2 is an error function. You might just as well use numerical integration to work it out.
 
 
 
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