hey,

im working with a gaussian distribution

$\displaystyle P_\mu (x) = \frac{1}{A} e^{ - \frac{(x-\mu)^2}{2\sigma^2} }$

on afinitedomain [a,b]. This of course means that the normalization factor A depends on $\displaystyle \mu$ (as well as $\displaystyle \sigma$). I care less about accuracy and more about getting an analytic answer that does not involve integrals, and so looking for a way to approximate A. Namley, I'm looking for a function $\displaystyle B_\mu$ such that:

$\displaystyle B_\mu \simeq \int_a^b e^{ - \frac{(x-\mu)^2}{2\sigma^2} } dx = A_\mu$

Any ideas?