Thanks for all the help, everyone. I suspected I wouldn't be able to do the integral, but I can still solve the problems I wanted in matlab or excel. Here's something that confuses me, though. In "Gambling Theory and Other Topics", on the section on bankrolls, Mason shows how to calculate a BR such that you will "never" go broke (he uses 3 standard deviations). However, he follows up saying that if you want only a 5% risk of going broke, you should use 1.64 standard deviations in the equations instead of 3. Isn't 1.64 SD's only a 90% confidence level? For 95% confidence, why don't we use 1.96 SD's? Thanks again.

~Magic Man