Special function? ["non-R" query]

Wed, Jan 21, 2009 4:58 PM
Greetings all,

Sorry for posting what is primarily not an R question
(though it will have an R target in due course).

Let F(x) be the CDF of the Normal -- i.e. pnorm(x)
Let f(x) be the density function  -- i.e. dnorm(x)

Define G(psi) = Integral[-inf,inf] F(x)*f(x)*exp(x*psi) dx

Is G(psi) a known "special function"? If so, can anyone
point me to a reference for its properties?

With thanks,
Ted.

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Date: 22-Jan-09                                       Time: 00:58:27
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