Would someone please double check and see if I make mistakes in the calculus of this integral?
Thanks in advance!
The exponent can be rewritten as:
I now convert the last remaining integral into normal gaussian of area 1/2 between zero and infinity: Mr F says: This is your mistake. When the Gaussian has a mean of , the area is 1/2 between and infinity. Only if the mean is equal to zero will what you've got here be true.