7.3.11  Error function

The error function erf is defined by:

where the constant 2/√π is chosen so that erf(+∞)=1 and erf(−∞)=−1, since

The erf command computes the error function.

• erf takes a, a number.
• erf(a) returns the value of erf(a).

Examples

Remark.

The relation between erf and normal_cdf (see Section 20.4.7) is:

Indeed, making the change of variable t=u√2 in normal_cdf(x)=1/2+1/√2π∫₀^xe^−t2/2dt yields: