Help solving an integral. $$\int \frac{\sqrt{t+2}}{e^t}\,dt$$
I have tried integration by parts, but that is leading me no where.  I typed it into Wolfram Alpha, but don't know much about erf function, just know what wikipedia page stated.  
Could I please have some help solving this. 
 A: $$ \int \sqrt{x+2}\  e^{-x} \ dx$$
Let $t^{2} = x +2 $.
$$ = \int t e^{-(t^{2}-2)} \ 2 t \ dt = 2 e^{2} \int t \left( t \  e^{-t^{2}} \right) \ dt $$
Now integrate by parts by letting $u = t$ and $dv = t e^{-t^{2}} \ dt$.
$$ = 2 e^{2} \left(  - \frac{1}{2} t e^{-t^{2}} + \frac{1}{2} \int e^{-t^{2}} \ dt \right)   $$
$$ = 2e^{2} \left(  - \frac{1}{2} t e^{-t^{2}} + \frac{1}{2} \frac{\sqrt{\pi}}{2} \text{erf}(t) + C \right)  $$
$$ = 2e^{2} \left(- \frac{1}{2} \sqrt{x+2} \ e^{-(x+2)}  + \frac{1}{2} \frac{\sqrt{\pi}}{2} \text{erf}(\sqrt{x+2}) \right) + C$$
$$ = -\sqrt{x+2} \ e^{-x} + \frac{\sqrt{\pi}}{2} e^{2} \text{erf}(\sqrt{x+2}) + C$$
A: There is a natural substitution, $x^2=t+2$. Then $dt=2x\,dx$, and we end up with
$$\int 2e^2 x^2 e^{-x^2}\,dx.$$
Integration by parts is now natural. We can let $u=e^2 x$ and $dv=2xe^{-x^2}\,dx$. We find that we could calculate our integral precisely if we could find an antiderivative of $e^{-x^2}$.
Unfortunately, there is no elementary function whose derivative is $e^{-x^2}$. (That fact can be proved.) There is a function whose derivative is $e^{-x^2}$. It is easy, for example, to find an infinite series that represents such a function. 
However, there  no finite combination of the standard functions that we see in elementary calculus books has derivative  $e^{-x^2}$.
This is quite unfortunate. Let
$$\Phi(x)=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} e^{-t^2/2}\,dt.$$
An antiderivative of $e^{-x^2}$ can be easily expressed in terms of $\Phi(x)$. And the function $\Phi(x)$ is extremely important. It is the cumulative distribution function of the standard normal distribution. 
Because $\Phi(x)$ cannot be expressed in terms of elementary functions, there have for many years tables of $\Phi(x)$ for the important range, roughly $x=0$ to $x=3$.  (These tables are of diminishing importance, since a good many pieces of software can compute it.) 
