Can you recognize this structure? What is the value of it?
∫ − ∞ ∞ 2 π σ 2 1 e − 2 1 σ 2 ( x − μ ) 2 d x
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Definite integral of the Gaussian function. It appears in many, many other fields, including physics. Some which doesn't even have anything to do with statistics. Such as, for example, optics.
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In relation to statistics, this integral is a representation of graph of normal distribution. The area under the curve will equal to 100%, or 1.