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I have the following integral that I need to solve.

$\int_{-\infty}^\infty \exp(-\frac{x^2}{2})*\text{erf}(x-\delta)*\text{erf}(x-\gamma)dx$

I was hoping I could use this: Integral of product of exponential function and two complementary error functions (erfc)

  • Actually the case with $\delta=\gamma=0$ can be solved using 8.258 2) in http://www.lepp.cornell.edu/~ib38/tmp/reading/Table_of_Integrals_Series_and_Products_Tablicy_Integralov_Summ_Rjadov_I_Proizvedennij_Engl._2.pdf

    and 4.3-2 here: http://nvlpubs.nist.gov/nistpubs/jres/73B/jresv73Bn1p1_A1b.pdf.

    And since $\int_{-\infty}^\infty \text{erf}(x)^2\text{exp}(-x^2/2)=\frac{1}{2}\int_{0}^\infty \text{erf}(x)^2\text{exp}(-x^2/2)$.... the result is easy to get.

    – Klein Gordon May 14 '15 at 12:08
  • Sorry, the $\frac{1}{2}$ on the rhs of the last equation should be a $2$. – Klein Gordon May 14 '15 at 13:06
  • You're right. Maple can evaluate it, but Mathematica can't $($for some mysterious reason$)$. – Lucian May 14 '15 at 17:26

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