ApPENDI X F

Q,
erf & erfc Functions
F.l The GFunction
Computation of probabilities that involve a Gaussian process require finding the area under the
tail of the Gaussian (normal) probability density function as shown in Figure F.l.
trL
J$ x
Figure F.l Gaussian probability density function. Shaded area is Pr(x> xs)
Gaussian random variable.
for a
Appendix F
.
Q, ert & erfc Functions
Figure F.l illustrates the probability that a Gaussian random variable .r exceeds x0,
Pr(x>.rs), which is evaluated as
' | 1
- r x - mt : / \ 2 o 2 t *
Pr \ x2xo)
=
l - e
t
6
"J
/.TE
(F. 1)
(F.2)
(F.3)
(F.4)
(F.5)
(F.6)
(F.7)
r0
The Gaussian probability density function in Equation
(F.1) cannot be integrated in closed form'
Any Gaussian probability density function may be rewritten through use of the substitution
to yield
x - m
y = -
- o
r,(r>
ry)=
j
f-^' -r"o'
( x o- m\
\ ol
where the kernel of the integral on the right-hand side of Equation
(F.3) is the normalized
Gaussian probability density function with mean of 0 and standard deviation of 1. Evaluation
of the integral in Equation
(F.3) is designated as the
Q-function,
which is defined as
o(:)
=
11,' "' a,
Jr J2n
Hence Equations
(F.1) or (F.3) can be evaluated as
/ x^- m\
( r o- . ! \
=
o( z\
. l r t - J
=g( . - o
)
-
The
o-function
is bounded by two analytical expressions as follows:
/ r \ | - l t 1 - . 2 , )
I r
_1l * " - " ' <QQ) 3- i - e'
-
\
, ' z)7J2n
zJTn
For values of z
greater 3.0, both of these bounds closely approximate Q(z)
.
Two important properties of
Qk)
are
Qer )
= r - QQ)
O0
=,
A graph of
Qk)
versus { is given in Figure F 2'
A tabulation of the
Q-function
for various values of z is given in Table F.l.
t-,
i
l :
*.
i :
::
{ :
t;
i,:t
The O+uncti on
Table F.1 Tabulation of the Gfunction
aQl
aQ)
0.50000 2.0 0.02275
0. 1 0.46017 2. 1 0. 01786
0.42074 2.2 0.0r390
0.38209 2. 3 0.01072
0.4 0.34458
0.00820
0.30854 2.5 0.00621
0.27425 2.6 0.00466
0.24t96 2.7 0.00347
0. 21 I 86 2.8 0.00256
0.1 8406 2.9 0.00187
0. 1 5866 3.0 0.00135
0. 13567
J . l 0.00097
0. 1 1507
0.00069
l . J 0.09680 J . J 0.00048
0.08076
3. +
0.06681 3. 5 0.00023
0.05480 3.6 0.00016
0.04457 3. 7
0.03593 3. 8
0.02872 3. 9
0.0
0. 2
0. 3
0. 5
0. 6
0.7
0. 8
0.9
1. 0
l . l
) . 2
r.2
0.00034
1. 4
1. 5
t . o
t t 0.00011
1, 8
0.00007
1. 9
i :
i
f'
v.
F
L
* t -
ta*,*.- . .
'0.00005
0 0. 5 1. 0 1. 5 2. 0 2. 5
Figure F.2 Plot of the Glunction.
erf c(z)
=
t -erf (z)
F.2 The erf and ertc Functions
The enor function (erf; is defined as
n '
er.f(a)
=
4lr-"
a,
J"t,
and the complementary error function (erfc) is defined as
" i
- 2
er f c\ z)
= ! - l e- ^
dr
Jnr,
The erfc function is related to the et'function by
Appendix F
.
Q, ert & ertc Functions
(F.10)
f
, . '
L
f.
t '
t
-l
t 0
10-'
(F.8)
(F.9)
The erfand el c Functi on
The
Q-function
is related to the erf and erfc functions by
l T / z \ ) I /
-
\
Qc)
=
; l t
- er \ ; , l l =
; , , J, l i )
. 4 2 . , - . 4 2 ,
erfc(z)
=
2Q(J1z)
er f ( z)
=
1- 2Q0J2z)
The relationships in Equations (F.1 1)-(F.13) are widely used in eror probability computa-
tions. Table F.2 displays values for the e
f
function.
Table F.2 Tabulation of the Error Function erf(z)
z ertQl z ertQl
0. 1 0. 1t 246 1.6 0.97635
0.2 0.22270
l ' 1
0.98379
0.32863 1. 8 0.98909
0.4 0.42839 1. 9 0.992'79
0.-5 0.52049 2.0 0.99532
0. 6 0.60385 2. 1 0.99702
0.67780 2. 2 0. 99814
0. 8 0.74210 L . 3 0.99885
0.79691
. A
0.99931
0.842'70 2. 5 0.99959
1. 1 0. 88021 2. 6 0.99976
0. 91031 2. 1 0.99987
l . J 0.93401 2. 8 0.99993
1. 4 0.95228 2.9 0.99996
( F. 11)
(F. 12)
/ E I ? . \
0. 7
0.9
i . 0
t . 2
, .
:.,
t
T
l :
a.
I
?,
1:.
:i :-
r
+:
it.
w
1. 5 0. 9661r 3. 0 0.99998