From [1, p. 404, 30]
Asked:
The area below  for
 for  .
.
 
 
Analytically?  Actually, the integral is equivalent to
 , which cannot be written in terms of elementary
functions.
, which cannot be written in terms of elementary
functions.
But since the  range is not large, we will try approximating
 range is not large, we will try approximating  using a Taylor series.
 using a Taylor series.
The Taylor series of  is that of
 is that of  with
 with  replaced
by
 replaced
by  .  So:
.  So:
 
The error estimate is rigorous since the series is an alternating one whose terms get smaller monotoneously.