I am working on some integrals involving the Normal Distribution, and would like the end results to be expressed in normal density as opposed to the Erf function.
For example, the default result of the following:
Integrate[PDF[NormalDistribution[0, 1], x] Exp[x], x]
1 -1 + x
- Sqrt[E] Erf[-------]
I'd like it to be in terms of CDF[NormalDistribution].
Is there any way to do that?