Gaussian integral
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This article/section deals with mathematical concepts appropriate for late high school or early college. |
The Gaussian integral is the integral:
It has a value of 
. The value is needed to normalize the Normal distribution.
Derivation
First look at the double integral
Seperating it,
So, the double integral is merely the square of the Gaussian integral.
Now, do the double integral in polar co-ordinates. 
and 
, so:
Substitutiing 
into the integral,
Therefore,
