A random variable is gaussian with and .

a) What is the probability of |X| > 2?

So, I plugged the mean and variance into the gaussian and for this function I got

But I had trouble integrating the function.

and that's why I was asking about integrating

I know I can use the Emperical Rule for standard deviations, and so I know the answer is 5%, but I want to know how to do it through integration of the pdf.

Is this really to hard to do by hand?