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Integrating the Gaussian function from minus to plus infinity yields \(\int_{-\infty}^{\infty} e^{-x^2}dx=\sqrt{\pi}\), which is known as the Gaussian integral.

The total probability formula, \(P(A) = \sum_k P(A \cap B_k)\), relates the occurrence of an event \(A\) to that of several mutually exclusive events (\(B_k\)'s).

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.