## UConn Math Club

# The Probability Integral

## Phanuel Mariano (University of Connecticut)

### Wednesday, September 20, 2017
5:50 pm

MONT 314

The formula

$\frac{1}{\sqrt{2\pi}}\int_{-\infty}^\infty e^{-x^2/2}dx = 1$

is one of the most important improper integral calculations in mathematics. It is usually first met in probability theory, where it leads to the normal distribution.

There are *many* proofs of this basic result. We'll see how many I can get through before time runs out.