A random variable is gaussian with $\displaystyle u_{x}=0$ and $\displaystyle \omega_{x}=1$.

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

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

$\displaystyle 1-2\times\int^2_0\frac{1}{\sqrt{2\pi}}e^{\frac{-(x)^2}{2}}$

But I had trouble integrating the function.

and that's why I was asking about integrating $\displaystyle e^{x^2}$

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?