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I am a proud cynic.
The factor 1/sqrt{2*pi} in this expression ensures that the total area under the curve ϕ(x) is equal to one
thats calculus...you have to take the integral of it.(not an easy task) I learning how to do this. If I figure it out I'll write it out for youEDIT: what are the rules for substitution and multiplication again in integrals. I never did manage to fully understand that.EDIT2: I just found this while brosing the wikipedia articleQuote from: wikipediaThe factor 1/sqrt{2*pi} in this expression ensures that the total area under the curve ϕ(x) is equal to one
b∫1/√(2π)e^(-x²/2)=Aa b=1/√(2π)∫e^(-x²/2) a bA²=(1/√(2π)∫e^(-x²/2))² a<skip about half a page of painful to type integrals> b b(1/2π)∫e^(-x²/2)*∫e^(-y²/2) a a b b(1/2π)∫∫e^(-x²/2-y²/2) a a b b(1/2π)∫∫e^(-1/2(x²+y²)) a a<convert to polar with x^2+y^2=r^2> tan^-1(b/b) √(2b²)(1/2π)∫dΘ∫e^(-2(r²)) dr tan^-1(a/a) √(2a²)<U substitution><blah blah blah>It was at this point that I realized that the integral only worked for a= -∞ and b=∞, which is still better than the normal methods taught using anti-derivatives.