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. -------------------------------------------------------------------- E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk> Fax-to-email: +44 (0)870 094 0861 Date: 22-Jan-09 Time: 00:58:27 ------------------------------ XFMail ------------------------------