NIntegrate
[expr, interval]NIntegrate
[expr, $interval_1$, $interval_2$, ...]NIntegrate[Exp[-x],{x,0,Infinity},Tolerance->1*^-6, Method->"Internal"]
NIntegrate[Exp[x],{x,-Infinity, 0},Tolerance->1*^-6, Method->"Internal"]
NIntegrate[Exp[-x^2/2.],{x,-Infinity, Infinity},Tolerance->1*^-6, Method->"Internal"]