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Given the following text problem statement, write Python code to implement the functionality described below in problem statement
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Problem:
I'm trying to integrate X (X ~ N(u, o2)) to calculate the probability up to position `x`.
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Python Code:
import scipy.integrate
import math
import numpy as np
def NDfx(x):
    return((1/math.sqrt((2*math.pi)))*(math.e**((-.5)*(x**2))))
x = 2.5
u = 1
o2 = 3
norm = (x-u)/o2
prob = scipy.integrate.quad(NDfx, -np.inf, norm)[0]
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