Seznam integralov Gaussovih funkcij
Seznam integralov Gaussovih funkcij vsebuje integrale Gaussovih funkcij.
V pregledu pomeni
ϕ
(
x
)
=
1
2
π
e
−
1
2
x
2
{\displaystyle \phi (x)={\tfrac {1}{\sqrt {2\pi }e^{-{\frac {1}{2}x^{2}
funkcijo gostote verjetnosti za normalno porazdelitev in
Φ
(
x
)
=
∫
−
∞
x
ϕ
(
t
)
d
t
=
1
2
(
1
+
erf
(
x
2
)
)
{\displaystyle \textstyle \Phi (x)=\int _{-\infty }^{x}\phi (t)dt={\frac {1}{2}{\big (}1+\operatorname {erf} {\big (}{\frac {x}{\sqrt {2}{\big )}{\big )}
zbirna funkcija verjetnosti (kjer je erf funkcija napake ).
∫
ϕ
(
x
)
d
x
=
Φ
(
x
)
+
C
{\displaystyle \int \phi (x)\,dx=\Phi (x)+C}
∫
x
ϕ
(
x
)
d
x
=
−
ϕ
(
x
)
+
C
{\displaystyle \int x\phi (x)\,dx=-\phi (x)+C}
∫
x
2
ϕ
(
x
)
d
x
=
Φ
(
x
)
−
x
ϕ
(
x
)
+
C
{\displaystyle \int x^{2}\phi (x)\,dx=\Phi (x)-x\phi (x)+C}
∫
x
2
k
+
1
ϕ
(
x
)
d
x
=
−
ϕ
(
x
)
∑
j
=
0
k
(
2
k
)
!
!
(
2
j
)
!
!
x
2
j
+
C
{\displaystyle \int x^{2k+1}\phi (x)\,dx=-\phi (x)\sum _{j=0}^{k}{\frac {(2k)!!}{(2j)!!}x^{2j}+C}
∫
x
2
k
+
2
ϕ
(
x
)
d
x
=
−
ϕ
(
x
)
∑
j
=
0
k
(
2
k
+
1
)
!
!
(
2
j
+
1
)
!
!
x
2
j
+
1
+
(
2
k
+
1
)
!
!
Φ
(
x
)
+
C
{\displaystyle \int x^{2k+2}\phi (x)\,dx=-\phi (x)\sum _{j=0}^{k}{\frac {(2k+1)!!}{(2j+1)!!}x^{2j+1}+(2k+1)!!\,\Phi (x)+C}
(v teh integralih je n !! dvojna fakulteta : za parne vrednosti n je to zmnožek vseh parnih števil od 2 do n , za neparne n je to zmnožek vseh neparnih števil od 1 do n , dodatno še velja 1=0!! = (−1)!! = 1).
∫
ϕ
(
x
)
2
d
x
=
1
2
π
Φ
(
x
2
)
+
C
{\displaystyle \int \phi (x)^{2}\,dx={\tfrac {1}{2{\sqrt {\pi }\Phi (x{\sqrt {2})+C}
∫
ϕ
(
x
)
ϕ
(
a
+
b
x
)
d
x
=
1
t
ϕ
(
a
/
t
)
Φ
(
t
x
+
a
b
/
t
)
+
C
,
t
=
1
+
b
2
{\displaystyle \int \phi (x)\phi (a+bx)\,dx={\tfrac {1}{t}\phi (a/t)\Phi (tx+ab/t)+C,\quad t={\sqrt {1+b^{2}
∫
x
ϕ
(
a
+
b
x
)
d
x
=
−
1
b
2
ϕ
(
a
+
b
x
)
−
a
b
2
Φ
(
a
+
b
x
)
+
C
{\displaystyle \int x\phi (a+bx)\,dx=-{\tfrac {1}{b^{2}\phi (a+bx)-{\tfrac {a}{b^{2}\Phi (a+bx)+C}
∫
x
2
ϕ
(
a
+
b
x
)
d
x
=
a
2
+
1
b
3
Φ
(
a
+
b
x
)
+
a
−
b
x
b
3
ϕ
(
a
+
b
x
)
+
C
{\displaystyle \int x^{2}\phi (a+bx)\,dx={\tfrac {a^{2}+1}{b^{3}\Phi (a+bx)+{\frac {a-bx}{b^{3}\phi (a+bx)+C}
∫
ϕ
(
a
+
b
x
)
n
d
x
=
(
2
π
)
−
(
n
−
1
)
/
2
b
n
Φ
(
n
(
a
+
b
x
)
)
+
C
{\displaystyle \int \phi (a+bx)^{n}\,dx={\frac {(2\pi )^{-(n-1)/2}{b{\sqrt {n}\Phi {\big (}{\sqrt {n}(a+bx){\big )}+C}
∫
Φ
(
a
+
b
x
)
d
x
=
1
b
(
a
+
b
x
)
Φ
(
a
+
b
x
)
+
1
b
ϕ
(
a
+
b
x
)
+
C
{\displaystyle \int \Phi (a+bx)\,dx={\tfrac {1}{b}(a+bx)\Phi (a+bx)+{\tfrac {1}{b}\phi (a+bx)+C}
∫
x
Φ
(
a
+
b
x
)
d
x
=
1
2
b
2
(
(
b
2
x
2
−
a
2
−
1
)
Φ
(
a
+
b
x
)
+
(
b
x
−
a
)
ϕ
(
a
+
b
x
)
)
+
C
{\displaystyle \int x\Phi (a+bx)\,dx={\tfrac {1}{2b^{2}{\big (}(b^{2}x^{2}-a^{2}-1)\Phi (a+bx)+(bx-a)\phi (a+bx){\big )}+C}
∫
x
2
Φ
(
a
+
b
x
)
d
x
=
1
3
b
3
(
(
b
3
x
3
+
a
3
+
3
a
)
Φ
(
a
+
b
x
)
+
(
b
2
x
2
−
a
b
x
+
a
2
+
2
)
ϕ
(
a
+
b
x
)
)
+
C
{\displaystyle \int x^{2}\Phi (a+bx)\,dx={\tfrac {1}{3b^{3}{\big (}(b^{3}x^{3}+a^{3}+3a)\Phi (a+bx)+(b^{2}x^{2}-abx+a^{2}+2)\phi (a+bx){\big )}+C}
∫
x
n
Φ
(
x
)
d
x
=
1
n
+
1
(
(
x
n
+
1
−
n
x
n
−
1
)
Φ
(
x
)
+
x
n
ϕ
(
x
)
+
n
(
n
−
1
)
∫
x
n
−
2
Φ
(
x
)
d
x
)
+
C
{\displaystyle \int x^{n}\Phi (x)\,dx={\tfrac {1}{n+1}{\Big (}(x^{n+1}-nx^{n-1})\Phi (x)+x^{n}\phi (x)+n(n-1)\int x^{n-2}\Phi (x)\,dx{\Big )}+C}
∫
x
ϕ
(
x
)
Φ
(
a
+
b
x
)
d
x
=
b
t
ϕ
(
a
/
t
)
Φ
(
x
t
+
a
b
/
t
)
−
ϕ
(
x
)
Φ
(
a
+
b
x
)
+
C
,
t
=
1
+
b
2
{\displaystyle \int x\phi (x)\Phi (a+bx)\,dx={\tfrac {b}{t}\phi (a/t)\Phi (xt+ab/t)-\phi (x)\Phi (a+bx)+C,\quad t={\sqrt {1+b^{2}
∫
Φ
(
x
)
2
d
x
=
x
Φ
(
x
)
2
+
2
Φ
(
x
)
ϕ
(
x
)
−
1
π
Φ
(
x
2
)
+
C
{\displaystyle \int \Phi (x)^{2}\,dx=x\Phi (x)^{2}+2\Phi (x)\phi (x)-{\tfrac {1}{\sqrt {\pi }\Phi (x{\sqrt {2})+C}
∫
e
c
x
ϕ
(
b
x
)
n
d
x
=
1
b
n
(
2
π
)
n
−
1
e
c
2
/
(
2
n
b
2
)
Φ
(
b
x
n
−
c
b
n
)
+
C
,
b
≠
0
,
n
>
0
{\displaystyle \int e^{cx}\phi (bx)^{n}\,dx={\frac {1}{b{\sqrt {n(2\pi )^{n-1}e^{c^{2}/(2nb^{2})}\Phi (bx{\sqrt {n}-{\tfrac {c}{b{\sqrt {n})+C,\quad b\neq 0,n>0}
∫
−
∞
∞
x
2
ϕ
(
x
)
n
d
x
=
(
n
3
/
2
(
2
π
)
(
n
−
1
)
/
2
)
−
1
∫
−
∞
0
ϕ
(
a
x
)
Φ
(
b
x
)
d
x
=
(
2
π
a
)
−
1
arctan
(
a
/
b
)
∫
0
∞
ϕ
(
a
x
)
Φ
(
b
x
)
d
x
=
(
2
π
a
)
−
1
(
π
2
−
arctan
(
b
/
a
)
)
∫
0
∞
x
ϕ
(
x
)
Φ
(
b
x
)
d
x
=
1
2
2
π
(
1
+
b
1
+
b
2
)
∫
0
∞
x
2
ϕ
(
x
)
Φ
(
b
x
)
d
x
=
1
4
+
1
2
π
(
b
1
+
b
2
+
arctan
b
)
∫
x
ϕ
(
x
)
2
Φ
(
x
)
d
x
=
1
4
π
3
∫
0
∞
Φ
(
b
x
)
2
ϕ
(
x
)
d
x
=
(
2
π
)
−
1
(
arctan
b
+
arctan
1
+
2
b
2
)
∫
−
∞
∞
Φ
(
b
x
)
2
ϕ
(
x
)
d
x
=
π
−
1
arctan
1
+
2
b
2
∫
−
∞
∞
x
ϕ
(
x
)
Φ
(
b
x
)
d
x
=
∫
−
∞
∞
x
ϕ
(
x
)
Φ
(
b
x
)
2
d
x
=
b
2
π
(
1
+
b
2
)
∫
−
∞
∞
Φ
(
a
+
b
x
)
ϕ
(
x
)
d
x
=
Φ
(
a
/
1
+
b
2
)
∫
−
∞
∞
x
Φ
(
a
+
b
x
)
ϕ
(
x
)
d
x
=
(
b
/
t
)
ϕ
(
a
/
t
)
,
t
=
1
+
b
2
∫
0
∞
x
Φ
(
a
+
b
x
)
ϕ
(
x
)
d
x
=
(
b
/
t
)
ϕ
(
a
/
t
)
Φ
(
−
a
b
/
t
)
+
(
2
π
)
−
1
/
2
Φ
(
a
)
,
t
=
1
+
b
2
∫
−
∞
∞
ln
(
x
2
)
1
σ
ϕ
(
x
σ
)
d
x
=
ln
(
σ
2
)
−
γ
−
ln
2
≈
ln
(
σ
2
)
−
1.27036
{\displaystyle {\begin{aligned}&\int _{-\infty }^{\infty }x^{2}\phi (x)^{n}\,\,dx={\Big (}n^{3/2}(2\pi )^{(n-1)/2}{\Big )}^{-1}\\&\int _{-\infty }^{0}\phi (ax)\Phi (bx)dx=(2\pi a)^{-1}\arctan(a/b)\\&\int _{0}^{\infty }\phi (ax)\Phi (bx)\,dx=(2\pi a)^{-1}{\big (}{\tfrac {\pi }{2}-\arctan(b/a){\big )}\\&\int _{0}^{\infty }x\phi (x)\Phi (bx)\,dx={\frac {1}{2{\sqrt {2\pi }{\bigg (}1+{\frac {b}{\sqrt {1+b^{2}{\bigg )}\\&\int _{0}^{\infty }x^{2}\phi (x)\Phi (bx)\,dx={\frac {1}{4}+{\frac {1}{2\pi }{\bigg (}{\frac {b}{1+b^{2}+\arctan b{\bigg )}\\&\int x\phi (x)^{2}\Phi (x)\,dx={\frac {1}{4\pi {\sqrt {3}\\&\int _{0}^{\infty }\Phi (bx)^{2}\phi (x)\,dx=(2\pi )^{-1}{\big (}\arctan b+\arctan {\sqrt {1+2b^{2}{\big )}\\&\int _{-\infty }^{\infty }\Phi (bx)^{2}\phi (x)\,dx=\pi ^{-1}\arctan {\sqrt {1+2b^{2}\\&\int _{-\infty }^{\infty }x\phi (x)\Phi (bx)\,dx=\int _{-\infty }^{\infty }x\phi (x)\Phi (bx)^{2}\,dx={\frac {b}{\sqrt {2\pi (1+b^{2})}\\&\int _{-\infty }^{\infty }\Phi (a+bx)\phi (x)\,dx=\Phi {\big (}a/{\sqrt {1+b^{2}{\big )}\\&\int _{-\infty }^{\infty }x\Phi (a+bx)\phi (x)\,dx=(b/t)\phi (a/t),\quad t={\sqrt {1+b^{2}\\&\int _{0}^{\infty }x\Phi (a+bx)\phi (x)\,dx=(b/t)\phi (a/t)\Phi (-ab/t)+(2\pi )^{-1/2}\Phi (a),\quad t={\sqrt {1+b^{2}\\&\int _{-\infty }^{\infty }\ln(x^{2}){\tfrac {1}{\sigma }\phi {\big (}{\tfrac {x}{\sigma }{\big )}\,dx=\ln(\sigma ^{2})-\gamma -\ln 2\approx \ln(\sigma ^{2})-1.27036\end{aligned}
Glej tudi
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