Evaluation of the Gauss integral
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The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler–Poisson) integral over a finite boundary, as it is necessary for instance for the error function or the cumulative distribution of the normal distribution, cannot be expressed by analytic functions. This is proven by the Risch algorithm. Still, there are proposals for approximate solutions. In this paper, we give a new solution in terms of normal distributions by applying a geometric procedure iteratively to the problem.
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