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Gaussian function
(section)
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==Integral of a Gaussian function== The integral of an arbitrary Gaussian function is<math display="block">\int_{-\infty}^\infty a\,e^{-(x - b)^2/2c^2}\,dx = \ a \, |c| \, \sqrt{2\pi}.</math> An alternative form is<math display="block">\int_{-\infty}^\infty k\,e^{-f x^2 + g x + h}\,dx = \int_{-\infty}^\infty k\,e^{-f \big(x - g/(2f)\big)^2 + g^2/(4f) + h}\,dx = k\,\sqrt{\frac{\pi}{f}}\,\exp\left(\frac{g^2}{4f} + h\right),</math> where ''f'' must be strictly positive for the integral to converge. ===Relation to standard Gaussian integral=== The integral <math display="block">\int_{-\infty}^\infty ae^{-(x - b)^2/2c^2}\,dx</math> for some [[real number|real]] constants ''a'', ''b'' and ''c'' > 0 can be calculated by putting it into the form of a [[Gaussian integral]]. First, the constant ''a'' can simply be factored out of the integral. Next, the variable of integration is changed from ''x'' to {{math|1=<var>y</var> = <var>x</var> β ''b''}}: <math display="block">a\int_{-\infty}^\infty e^{-y^2/2c^2}\,dy,</math> and then to <math>z = y/\sqrt{2 c^2}</math>: <math display="block">a\sqrt{2 c^2} \int_{-\infty}^\infty e^{-z^2}\,dz.</math> Then, using the [[Gaussian integral|Gaussian integral identity]] <math display="block">\int_{-\infty}^\infty e^{-z^2}\,dz = \sqrt{\pi},</math> we have <math display="block">\int_{-\infty}^\infty ae^{-(x-b)^2/2c^2}\,dx = a\sqrt{2\pi c^2}.</math>
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