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List of integrals of Gaussian functions : ウィキペディア英語版
List of integrals of Gaussian functions
In these expressions
:\phi(x) = \frac}}^x \phi(t)dt = \frac12\left(1 + \operatorname\left(\frac \, dx
which is known as the Owen's T function.
Owen has an extensive list of Gaussian-type integrals; only a subset is given below.
== Indefinite integrals ==
:\int \phi(x) \, dx = \Phi(x) + C
:\int x \phi(x) \, dx = -\phi(x) + C
:\int x^2 \phi(x) \, dx = \Phi(x) - x\phi(x) + C
:\int x^ \phi(x) \, dx = -\phi(x) \sum_^k \fracx^ + C〔 lists this integral above without the minus sign, which is an error. See calculation by (WolframAlpha )〕
:\int x^ \phi(x) \, dx = -\phi(x)\sum_^k\fracx^ + (2k+1)!!\,\Phi(x) + C
In these integrals, ''n''!! is the double factorial: for even ''n''’s it is equal to the product of all even numbers from 2 to ''n'', and for odd ''n''’s it is the product of all odd numbers from 1 to ''n'', additionally it is assumed that .
: \int \phi(x)^2 \, dx = \tfrac) + C
: \int \phi(x)\phi(a + bx) \, dx = \tfrac\phi(\tfrac)\Phi(tx + \tfrac) + C, \qquad t = \sqrt〔 report this integral with error, see (WolframAlpha )〕
: \int x\phi(a+bx) \, dx = -b^\left (\phi(a+bx) + a\Phi(a+bx)\right) + C
: \int x^2\phi(a+bx) \, dx = b^ \left ((a^2+1)\Phi(a+bx) + (a-bx)\phi(a+bx) \right ) + C
: \int \phi(a+bx)^n \, dx = \frac \Phi\left(\sqrt(a+bx)\right) + C
: \int \Phi(a+bx) \, dx = b^ \left ((a+bx)\Phi(a+bx) + \phi(a+bx)\right) + C
: \int x\Phi(a+bx) \, dx = \tfrac\left((b^2x^2 - a^2 - 1)\Phi(a+bx) + (bx-a)\phi(a+bx)\right) + C
: \int x^2\Phi(a+bx) \, dx = \tfrac\left((b^3x^3 + a^3 + 3a)\Phi(a+bx) + (b^2x^2-abx+a^2+2)\phi(a+bx)\right) + C
: \int x^n \Phi(x) \, dx = \frac\left( \left (x^-nx^ \right )\Phi(x) + x^n\phi(x) + n(n-1)\int x^\Phi(x)\,dx \right) + C
: \int x\phi(x)\Phi(a+bx) \, dx = \tfrac\phi(\tfrac)\Phi(xt + \tfrac) - \phi(x)\Phi(a+bx) + C, \qquad t = \sqrt
: \int \Phi(x)^2 \, dx = x \Phi(x)^2 + 2\Phi(x)\phi(x) - \tfrac) + C
: \int e^\phi(bx)^n \, dx = \frac}}\Phi \left (\frac{b\sqrt{n}} \right ) + C, \qquad b\ne 0, n>0

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「List of integrals of Gaussian functions」の詳細全文を読む



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