Error function: Difference between revisions
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In [[mathematics]], the '''error function''' is a [[function (mathematics)|function]] associated with the [[cumulative distribution function]] of the [[normal distribution]]. | In [[mathematics]], the '''error function''' is a [[function (mathematics)|function]] associated with the [[cumulative distribution function]] of the [[normal distribution]]. | ||
Revision as of 12:00, 29 December 2008
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In mathematics, the error function is a function associated with the cumulative distribution function of the normal distribution.
The definition is
The complementary error function is defined as
The probability that a normally distributed random variable X with mean μ and variance σ2 exceeds x is