# Difference between revisions of "Gaussian integral"

• It has been proposed that this page, Gaussian integral, be titled, "Gaussian integral".
(The current version uses quotation marks in the title!)
  This article/section deals with mathematical concepts appropriate for late high school or early college.

The Gaussian integral is the integral:



It has a value of . The value is needed to normalize the Normal distribution.

## Derivation

First look at the double integral



Separating it,



So, the double integral is merely the square of the Gaussian integral.

Now, do the double integral in polar co-ordinates.  and , so:







Substituting  into the integral,





Therefore,