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Gaussian Integrals


$\displaystyle \int \exp\left(\frac{- x^2}{2 \sigma^2}\right) \, dx$ $\textstyle =$ $\displaystyle \sqrt{2\pi \sigma^2}$ (56)
$\displaystyle \int x \exp\left(\frac{- x^2}{2 \sigma^2}\right) \, dx$ $\textstyle =$ $\displaystyle 0$ (57)
$\displaystyle \int x^2 \exp\left(\frac{- x^2}{2 \sigma^2}\right) \, dx$ $\textstyle =$ $\displaystyle \sigma^2 \sqrt{2\pi \sigma^2}$ (58)



Mark Jenkinson 2001-11-07