Let $N(x)$ denote the cdf of standard normal and $n(x)$ denote the pdf of standard normal.
How to evaluate the integral $\int\limits_{-\infty}^\infty N(a+x) n(x) \mathrm{d} x$ ?
Thanks a lot!
Let $N(x)$ denote the cdf of standard normal and $n(x)$ denote the pdf of standard normal.
How to evaluate the integral $\int\limits_{-\infty}^\infty N(a+x) n(x) \mathrm{d} x$ ?
Thanks a lot!