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Gaussian integration by parts
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Probability distribution
Normal distribution
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For
Z
∼
N
(
0
,
1
)
and a sufficiently regular function
g
,
E
[
Z
g
(
Z
)]
=
E
[
g
′
(
Z
)]
.
(84)
It follows by integrating
z
g
(
z
)
e
−
z
2
/2
by parts.
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(7)
Normal distribution
Probability distribution
Probability theory
Probability and statistics
Area of mathematics
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