ThmDex – An index of mathematical definitions, results, and conjectures.
F8876
Formulation 0
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
Let $B \in \mathcal{B}(\mathbb{R})$ be a D5113: Standard real Borel set.
Then \begin{equation} \mathbb{P}(Z \in B) = \int_B \frac{1}{\sqrt{2 \pi}} e^{- t^2 / 2} \, d t \end{equation}