|  | 
 | 
|  | ||
| 
 | 
| Subject:
Closed form solution for an integral involving cumulative normal Category: Miscellaneous Asked by: ma27-ga List Price: $20.00 | Posted:
07 Sep 2006 12:04 PDT Expires: 07 Oct 2006 12:04 PDT Question ID: 763111 | 
| Can anyone solve the integral below, ie, get a closed form solution?
Let N(x) denote the normal cumulative distribution, n(x)=N' the normal
density function (n(x)=1/Sqrt(2 pi)*exp(-.5 x^2)), then this integral
can be solved:
Integral {N(x) n(x)} dx  =  1/2*N(x)^2
Does anybody knwo how the following, very similar integral can be
solved in closed form:
Integral {N(x) n(x+c)} dx  =  ?   [c is a constant]
Thanks,
Martin | 
|  | ||
| 
 | 
| There is no answer at this time. | 
|  | ||
| 
 | 
| There are no comments at this time. | 
| If you feel that you have found inappropriate content, please let us know by emailing us at answers-support@google.com with the question ID listed above. Thank you. | 
| Search Google Answers for | 
| Google Home - Answers FAQ - Terms of Service - Privacy Policy |