Integrals of the form
$$\int_{-\infty}^\infty \frac{p(x)}{\cosh x}\,dx,$$
where $p$ is a polynomial can be evaluated by shifting the contour of integration to a line $\operatorname{Im} z \equiv c$. We first check that the integrals over the vertical segments connecting the two lines tend to $0$ as the real part tends to $\pm\infty$:
$$\lvert \cosh (x+iy)\rvert^2 = \lvert \cosh x\cos y + i \sinh x\sin y\rvert^2 = \sinh^2 x + \cos^2 y,$$
so the integrand decays exponentially and
$$\left\lvert \int_{R}^{R + ic} \frac{p(z)}{\cosh z}\,dz\right\rvert
\leqslant \frac{K\,c}{\sinh R}\left(R^2+c^2\right)^{\deg p/2} \xrightarrow{R\to \pm\infty} 0.$$
Since $\cosh \left(z+\pi i\right) = -\cosh z$, and the only singularity of the integrand between $\mathbb{R}$ and $\mathbb{R}+\pi i$ is a simple pole at $\frac{\pi i}{2}$ (unless $p$ has a zero there, but then we can regard it as a simple pole with residue $0$) with the residue
$$\operatorname{Res}\left(\frac{p(z)}{\cosh z};\, \frac{\pi i}{2}\right) = \frac{p\left(\frac{\pi i}{2}\right)}{\cosh' \frac{\pi i}{2}} = \frac{p\left(\frac{\pi i}{2}\right)}{\sinh \frac{\pi i}{2}} = \frac{p\left(\frac{\pi i}{2}\right)}{i},$$
the residue theorem yields
$$\begin{align}
\int_{-\infty}^\infty \frac{p(x)}{\cosh x}\,dx
&= 2\pi\, p\left(\frac{\pi i}{2}\right) + \int_{\pi i-\infty}^{\pi i+\infty} \frac{p(z)}{\cosh z}\,dz\\
&= 2\pi\, p\left(\frac{\pi i}{2}\right) - \int_{-\infty}^\infty \frac{p(x+\pi i)}{\cosh x}\,dx\\
&= 2\pi\, p\left(\frac{\pi i}{2}\right) - \sum_{k=0}^{\deg p} \frac{(\pi i)^k}{k!}\int_{-\infty}^\infty \frac{p^{(k)}(x)}{\cosh x}\,dx.\tag{1}
\end{align}$$
Since $\cosh$ is even, only even powers of $x$ contribute to the integrals, hence we can from the beginning assume that $p$ is an even polynomial, and need only consider the derivatives of even order.
For a constant polynomial, $(1)$ yields
$$\int_{-\infty}^\infty \frac{dx}{\cosh x} = 2\pi - \int_{-\infty}^\infty \frac{dx}{\cosh x}\Rightarrow \int_{-\infty}^\infty \frac{dx}{\cosh x} = \pi.$$
For $p(z) = z^2$, we obtain
$$\begin{align}
\int_{-\infty}^\infty \frac{x^2}{\cosh x}\,dx &= 2\pi \left(\frac{\pi i}{2}\right)^2 - \int_{-\infty}^\infty \frac{x^2}{\cosh x}\,dx - (\pi i)^2\int_{-\infty}^\infty \frac{dx}{\cosh x}\\
&= - \frac{\pi^3}{2} - \int_{-\infty}^\infty \frac{x^2}{\cosh x}\,dx + \pi^3,
\end{align}$$
which becomes
$$\int_{-\infty}^\infty \frac{x^2}{\cosh x}\,dx = \frac{\pi^3}{4}.$$
Let $f(x) = e^x/(1+e^{2x})$. Then with the substitution $u = e^x$, $du = e^x \, dx$, we obtain $$\int f(x) \, dx = \int \frac{du}{1+u^2} = \tan^{-1} u + C = \tan^{-1} e^x + C.$$ Taking the limit as $x \to \infty$, we obtain $$\int_{x=0}^\infty f(x) \, dx = \lim_{x \to \infty} \tan^{-1} e^x - \tan^{-1} e^0 = \frac{\pi}{2} - \frac{\pi}{4} = \frac{\pi}{4}.$$ This demonstrates that the improper integral is bounded above. Since $$f(-x) = \frac{e^{-x}}{1 + e^{-2x}} \cdot \frac{e^{2x}}{e^{2x}} = \frac{e^x}{e^{2x} + 1} = f(x)$$ for all real $x$, it follows that the given integral has value $\frac{\pi}{2}$.
It is also worth noting that on $[0, \infty)$, we must have $$0 < f(x) < e^{-x},$$ hence the integral is dominated on this interval by $$\int_{x=0}^\infty e^{-x} \, dx = 1.$$
Best Answer
If $X$ is normal with mean $0$ and variance $1$ then the integral equals $P\{X+\mu >\mu /2\}=P\{X >-\mu /2\} \to 1$ as $\mu \to \infty$.