SearchOnMath

The normal density, \(p(x) = \frac{1}{\sigma \sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}\), has become important in many applications because of its close relationship to the central limit theorem.

Factorials apply only to nonnegative integers but can be extended to complex numbers with positive real parts using the Gamma function, \(\Gamma(n) = \int_0^\infty e^{-x}x^{n-1}dx\).

The exponential function to the natural base, \(e^x\), can be defined in more than one way. One of them makes use of the integral \(\int_1^{e^x} \frac{dy}{y}= x\).