I cannot solve the following integral (Maple notation):
Int((a*(b+1)*(1-a*tau)^b)*(1/2*exp(-1/2*(t-tau-mu)^2/sigma^2)*2^(1/2)/Pi^(1/2)/sigma),tau=0..1/a)
Is there a solution or is this integral impossible to solve?
Thanks in advance.
Ad van der Ven.
PS. My homepage: Homepage Ad van der Ven