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Equation:
The derivative using chain rule:
But, how is the integral determined?
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That integral is not expressible in terms of elementary functions. That integral evaluates to:
i.e. the imaginary error function, which you can read about here. There are, however, alternative ways of expressing that integral in terms of an infinite series.
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The imaginary error function described in the link above: Wikipedia - Error function
States:
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In mathematics, the error function (also called the Gauss error function) is a special function (non-elementary) of sigmoid shape that occurs in probability, statistics, and partial differential equations describing diffusion.
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The equation:
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Thanks,
Found more information here: YouTube - Integral of exp(-x^2)
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