Complementary Gaussian Error Function
Contents |
that occurs in probability, statistics, and partial differential equations describing diffusion. It is defined as:[1][2] erf ( x ) = 1 π ∫ − x x e − t 2 d t = 2 π ∫ 0 x e − t 2 d t . {\displaystyle {\begin − gauss error function 5\operatorname − 4 (x)&={\frac − 3{\sqrt {\pi }}}\int _{-x}^ − 2e^{-t^ − 1}\,\mathrm − 0 t\\&={\frac
Error Function Complement
9{\sqrt {\pi }}}\int _ 8^ 7e^{-t^ 6}\,\mathrm 5 t.\end 4}} The complementary error function, denoted erfc, is defined as gaussian error function table erfc ( x ) = 1 − erf ( x ) = 2 π ∫ x ∞ e − t 2 d t = e − x 2 erfcx ( x ) , {\displaystyle {\begin 1\operatorname gaussian error function matlab 0 (x)&=1-\operatorname Φ 9 (x)\\&={\frac Φ 8{\sqrt {\pi }}}\int _ Φ 7^{\infty }e^{-t^ Φ 6}\,\mathrm Φ 5 t\\&=e^{-x^ Φ 4}\operatorname Φ 3 (x),\end Φ 2}} which also defines erfcx, the scaled complementary error function[3] (which can be used instead of erfc to avoid arithmetic underflow[3][4]). Another form of erfc ( x ) {\displaystyle \operatorname 1 (x)} for non-negative x {\displaystyle x} is known as Craig's formula:[5] erfc ( x | x ≥ 0 ) = 2 π ∫ 0 π
Gaussian Error Function Calculator
/ 2 exp ( − x 2 sin 2 θ ) d θ . {\displaystyle \operatorname Φ 9 (x|x\geq 0)={\frac Φ 8{\pi }}\int _ Φ 7^{\pi /2}\exp \left(-{\frac Φ 6}{\sin ^ Φ 5\theta }}\right)d\theta \,.} The imaginary error function, denoted erfi, is defined as erfi ( x ) = − i erf ( i x ) = 2 π ∫ 0 x e t 2 d t = 2 π e x 2 D ( x ) , {\displaystyle {\begin − 9\operatorname − 8 (x)&=-i\operatorname − 7 (ix)\\&={\frac − 6{\sqrt {\pi }}}\int _ − 5^ − 4e^ − 3}\,\mathrm − 2 t\\&={\frac − 1{\sqrt {\pi }}}e^ − 0}D(x),\end − 9}} where D(x) is the Dawson function (which can be used instead of erfi to avoid arithmetic overflow[3]). Despite the name "imaginary error function", erfi ( x ) {\displaystyle \operatorname 7 (x)} is real when x is real. When the error function is evaluated for arbitrary complex arguments z, the resulting complex error function is usually discussed in scaled form as the Faddeeva function: w ( z ) = e − z 2 erfc ( − i z ) = erfcx ( − i z ) . {\displaystyle w(z)=e^{-z^ 5}\operatorname 4 (-iz)=\operatorname 3 (-iz).} Contents 1 The name "error function" 2 Properties 2.1 Taylor series 2.2 Derivative and integral 2.3 Bürmann series 2.4 Inverse functions 2.5 Asymptotic expansion 2.6 Continued fraction expansion 2.7 Integral of error fun
Random Entry New in MathWorld MathWorld Classroom About MathWorld Contribute to MathWorld Send a Message to the Team MathWorld Book Wolfram Web Resources» 13,594 entries Last updated: Tue Sep 27 gaussian error function ti 84 2016 Created, developed, and nurturedbyEricWeisstein at WolframResearch Calculus and Analysis>Special Functions>Erf> gaussian error function ti 89 Calculus and Analysis>Complex Analysis>Entire Functions> Calculus and Analysis>Calculus>Integrals>Definite Integrals> More... Interactive Entries>webMathematica Examples> History and Terminology>Wolfram Language
Gaussian Error Function Excel
Commands> Less... Erfc Erfc is the complementary error function, commonly denoted , is an entire function defined by (1) (2) It is implemented in the Wolfram Language as https://en.wikipedia.org/wiki/Error_function Erfc[z]. Note that some authors (e.g., Whittaker and Watson 1990, p.341) define without the leading factor of . For , (3) where is the incomplete gamma function. The derivative is given by (4) and the indefinite integral by (5) It has the special values (6) (7) (8) It satisfies the identity (9) It has definite integrals http://mathworld.wolfram.com/Erfc.html (10) (11) (12) For , is bounded by (13) Min Max Re Im Erfc can also be extended to the complex plane, as illustrated above. A generalization is obtained from the erfc differential equation (14) (Abramowitz and Stegun 1972, p.299; Zwillinger 1997, p.122). The general solution is then (15) where is the repeated erfc integral. For integer , (16) (17) (18) (19) (Abramowitz and Stegun 1972, p.299), where is a confluent hypergeometric function of the first kind and is a gamma function. The first few values, extended by the definition for and 0, are given by (20) (21) (22) SEE ALSO: Erf, Erfc Differential Equation, Erfi, Inverse Erfc RELATED WOLFRAM SITES: http://functions.wolfram.com/GammaBetaErf/Erfc/ REFERENCES: Abramowitz, M. and Stegun, I.A. (Eds.). "Repeated Integrals of the Error Function." §7.2 in Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp.299-300, 1972. Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp.568-569, 1985. Press, W.H.; Flannery, B.P.; Teukolsky, S.A.; and Vetterli
Search All Support Resources Support Documentation MathWorks Search MathWorks.com MathWorks Documentation Support Documentation Toggle https://www.mathworks.com/help/matlab/ref/erfc.html navigation Trial Software Product Updates Documentation Home MATLAB Examples Functions http://math.stackexchange.com/questions/37889/why-is-the-error-function-defined-as-it-is Release Notes PDF Documentation Mathematics Elementary Math Special Functions MATLAB Functions erfc On this page Syntax Description Examples Find Complementary Error Function Find Bit Error Rate of Binary Phase-Shift Keying Avoid Roundoff Errors Using Complementary Error Function Input error function Arguments x More About Complementary Error Function Tall Array Support Tips See Also This is machine translation Translated by Mouse over text to see original. Click the button below to return to the English verison of the page. Back to English × Translate This Page Select Language Bulgarian Catalan gaussian error function Chinese Simplified Chinese Traditional Czech Danish Dutch English Estonian Finnish French German Greek Haitian Creole Hindi Hmong Daw Hungarian Indonesian Italian Japanese Korean Latvian Lithuanian Malay Maltese Norwegian Polish Portuguese Romanian Russian Slovak Slovenian Spanish Swedish Thai Turkish Ukrainian Vietnamese Welsh MathWorks Machine Translation The automated translation of this page is provided by a general purpose third party translator tool. MathWorks does not warrant, and disclaims all liability for, the accuracy, suitability, or fitness for purpose of the translation. Translate erfcComplementary error functioncollapse all in page Syntaxerfc(x) exampleDescriptionexampleerfc(x
) returns the Complementary Error Function evaluated for each element of x. Use the erfc function to replace 1 - erf(x) for greater accuracy when erf(x) is close to 1.Examplescollapse allFind Complementary Error FunctionOpen ScriptFind the complementary error function of a value.erfc(0.35) ans = 0.6206 Find the complementary error function of the elements of
here for a quick overview of the site Help Center Detailed answers to any questions you might have Meta Discuss the workings and policies of this site About Us Learn more about Stack Overflow the company Business Learn more about hiring developers or posting ads with us Mathematics Questions Tags Users Badges Unanswered Ask Question _ Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute: Sign up Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top Why is the error function defined as it is? up vote 35 down vote favorite 6 $\newcommand{\erf}{\operatorname{erf}}$ This may be a very naïve question, but here goes. The error function $\erf$ is defined by $$\erf(x) = \frac{2}{\sqrt{\pi}} \int_0^x e^{-t^2}dt.$$ Of course, it is closely related to the normal cdf $$\Phi(x) = P(N < x) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^x e^{-t^2/2}dt$$ (where $N \sim N(0,1)$ is a standard normal) by the expression $\erf(x) = 2\Phi(x \sqrt{2})-1$. My question is: Why is it natural or useful to define $\erf$ normalized in this way? I may be biased: as a probabilist, I think much more naturally in terms of $\Phi$. However, anytime I want to compute something, I find that my calculator or math library only provides $\erf$, and I have to go check a textbook or Wikipedia to remember where all the $1$s and $2$s go. Being charitable, I have to assume that $\erf$ was invented for some reason other than to cause me annoyance, so I would like to know what it is. If nothing else, it might help me remember the definition. Wikipedia says: The standard normal cdf is used more often in probability and statistics, and the error function is used more often in other branches of mathematics. So perhaps a practitioner of one of these mysterious "other branches of mathematics" would care to enlighten me. The most reasonable expression I've found is that $$P(|N| < x) = \erf(x/\sqrt{2}).$$ This at least gets rid of all but one of the apparently spurious constants, but still has a peculiar $\sqrt{2}$ floating around. probability statistics special-functions normal-distribution share|cite|improve this question asked May 8 '11 at 20:19 Nate Eldredge 49k356129 I had assumed it was because you can expand both $\erf(x)$ and $\erf^{-1}(x)$ in a Taylor series about $0$, while you can