question about Mathematica integration function

*To*: mathgroup at smc.vnet.net*Subject*: [mg79827] question about Mathematica integration function*From*: ingramfinance at gmail.com*Date*: Mon, 6 Aug 2007 03:34:00 -0400 (EDT)

I am having trouble integrating the following functions in Mathematica. I have a two functions g and g1, where g = (x/(sigma*Sqrt[2*Pi*t^3]))*Exp[-(x-mu*t)^2/(2*sigma^2*t)] and g1= t*(x/(sigma*Sqrt[2*Pi*t^3]))*Exp[-(x-mu*t)^2/(2*sigma^2*t)] I assign values for sigma and mu, and then integrate g and g1 with the limits of integration =BD and 1; I am trying to get an answer in terms of x. If I use the Integrate function, Mathematica does not solve this integral, it just restates the integral. If I assign a value for x, it can numerically solve the integrals if I use NIntegrate, but this is not very useful to me. In other words, I am trying to 'analytically' integrate this function. I realize that I have asked a variation of this question earlier in the forum, but I feel that if I explicate just what I am interested in, it may be helpful. Any advice on how to get Mathematica (or any other software) to generate the answer?

**Follow-Ups**:**Re: question about Mathematica integration function***From:*Carl Woll <carlw@wolfram.com>