The Probability Integral: Its Origin, Its Importance, and Its Calculation

by Paul J. Nahin

This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the many areas of science where it arises. The so-called probability integral, the integral over the real line of a Gaussian function, occurs ubiquitously in mathematics, physics, engineering and probability theory. Stubbornly resistant to the undergraduate toolkit for handling integrals, calculating its value and investigating its properties occupied such mathematical luminaries as De Moivre, Laplace, Poisson, and Liouville. This book introduces the probability integral, puts it into a historical context, and describes the different approaches throughout history to evaluate and analyze it. The author also takes entertaining diversions into areas of math, science, and engineering where the probability integral as well as being indispensable to probability theory and statistics, it also shows up naturally in thermodynamics and signal processing. Designed to be accessible to anyone at the undergraduate level and above, this book will appeal to anyone interested in integration techniques, as well as historians of math, science, and statistics.

219 pages, Hardcover

Published September 9, 2023

About the author

Paul J. Nahin is professor emeritus of electrical engineering at the University of New Hampshire and the author of many best-selling popular math books, including The Logician and the Engineer and Will You Be Alive 10 Years from Now? (both Princeton).

Reviews

[Duhart Vader · Rating 5 out of 5]

Mind-blowing!

[Stephen · Rating 5 out of 5]

Excellent book pure and simple. It was a joy to read and follow the derivations. Paul Nahin knocks it out of the park yet again!