I am trying to evaluate the following integral: $$ \int_{-\infty}^{\infty}e^{-\frac{x^2}{2}}\Phi(x-t)dx $$ where $$ \Phi(y) = \frac{1}{2} + \frac{1}{2}erf\left(\frac{y}{\sqrt{2}}\right) $$ I have tried integration by parts, a substitution, but nothing useful came out of this
2026-03-28 13:22:44.1774704164
Convolution of Gaussian and error function
2.1k Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in CALCULUS
- Equality of Mixed Partial Derivatives - Simple proof is Confusing
- How can I prove that $\int_0^{\frac{\pi}{2}}\frac{\ln(1+\cos(\alpha)\cos(x))}{\cos(x)}dx=\frac{1}{2}\left(\frac{\pi^2}{4}-\alpha^2\right)$?
- Proving the differentiability of the following function of two variables
- If $f ◦f$ is differentiable, then $f ◦f ◦f$ is differentiable
- Calculating the radius of convergence for $\sum _{n=1}^{\infty}\frac{\left(\sqrt{ n^2+n}-\sqrt{n^2+1}\right)^n}{n^2}z^n$
- Number of roots of the e
- What are the functions satisfying $f\left(2\sum_{i=0}^{\infty}\frac{a_i}{3^i}\right)=\sum_{i=0}^{\infty}\frac{a_i}{2^i}$
- Why the derivative of $T(\gamma(s))$ is $T$ if this composition is not a linear transformation?
- How to prove $\frac 10 \notin \mathbb R $
- Proving that: $||x|^{s/2}-|y|^{s/2}|\le 2|x-y|^{s/2}$
Related Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in INTEGRATION
- How can I prove that $\int_0^{\frac{\pi}{2}}\frac{\ln(1+\cos(\alpha)\cos(x))}{\cos(x)}dx=\frac{1}{2}\left(\frac{\pi^2}{4}-\alpha^2\right)$?
- How to integrate $\int_{0}^{t}{\frac{\cos u}{\cosh^2 u}du}$?
- Show that $x\longmapsto \int_{\mathbb R^n}\frac{f(y)}{|x-y|^{n-\alpha }}dy$ is integrable.
- How to find the unit tangent vector of a curve in R^3
- multiplying the integrands in an inequality of integrals with same limits
- Closed form of integration
- Proving smoothness for a sequence of functions.
- Random variables in integrals, how to analyze?
- derive the expectation of exponential function $e^{-\left\Vert \mathbf{x} - V\mathbf{x}+\mathbf{a}\right\Vert^2}$ or its upper bound
- Which type of Riemann Sum is the most accurate?
Related Questions in CONVOLUTION
- What is the result of $x(at) * δ(t-k)$
- Convolution sum
- PDF of the sum of two random variables integrates to >1
- If $u \in \mathscr{L}^1(\lambda^n), v\in \mathscr{L}^\infty (\lambda^n)$, then $u \star v$ is bounded and continuous.
- Proof of Young's inequality $\Vert u \star v \Vert_p \le \Vert u \Vert_1 \Vert v \Vert_p.$
- Duhamel's principle for heat equation.
- Computing the convolution of $f(x)=\gamma1_{(\alpha,\alpha+\beta)}(x)$
- Convolution of distributions property
- Self-convolution of $f(\vec{r}) = e^{-x^2-y^2}/r^2$
- Inverse $z$-transform similar to convolution
Related Questions in ERROR-FUNCTION
- Integral of error-like function
- Approximation of poly of degree 4 by degree 2
- To find the new weights of an error function by minimizing it
- About L2 error distribution and its STRANGE oscillatory behaviour
- Remainder in Asymptotic Expansion of Erfc
- How do I show this :$\int_{-\infty}^{+\infty} x^n 2\cosh( x)e^{-x^2}=0$ if it is true with $n$ odd positive integer?
- Intuitive meaning of attitude error function $\Psi$ defined over $SO(3)$. Is $\Psi$ a metric?
- What are the obtained consequences in mathematics if the antiderivative of $e^{-x²}$ and $e^{x²}$ expressed as elementary functions?
- The maximum area of a circle drawn between the graphs of $e^{-x²}$ and $-e^{-x²}$?
- Evaluation of $\int_{0}^\infty \frac{\sin(x)}{x}e^{- x²} dx$
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
$$ \begin{align} \int_{-\infty}^{\infty} e^{-\frac{x^2} {2}} \Phi(x-t) dx & = \sqrt{2\pi}\int_{-\infty}^{\infty} \phi(x) \Phi(x-t) dx \\ & = \sqrt{2\pi}\Pr\{Z_1 \leq Z_2 - t\} \\ & = \sqrt{2\pi}\Pr\left\{\frac {Z_1 - Z_2} {\sqrt{2}} \leq - \frac {t} {\sqrt{2}}\right\} \\ & = \sqrt{2\pi}\Phi\left(- \frac {t} {\sqrt{2}}\right) \end{align} $$ where $\phi$ and $\Phi$ is the standard normal pdf and CDF respectively, $Z_1, Z_2$ are independent standard normal random variables.