| DC.Title | Normal Distribution Function |
| DC.Creator | Weisstein, Eric W. |
| DC.Description | A normalized form of the cumulative normal distribution function giving the probability that a variate assumes a value in the range [0,x], Phi(x)=Q(x)=1/(sqrt(2pi))int_0^xe^(-t^2/2)dt. (1) It is related to the probability integral alpha(x)=1/(sqrt(2pi))int_(-x)^xe^(-t^2/2)dt (2) by Phi(x)=1/2alpha(x). (3) Let u=t/sqrt(2) so du=dt/sqrt(2). Then Phi(x)=1/(sqrt(pi))int_0^(x/sqrt(2))e^(-u^2)du=1/2erf(x/(sqrt(2))). (4) Here, erf is a function sometimes called the error function.... |
| DC.Date.Modified | 2007-09-22 |
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normal distribution function
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| https://www.wolframalpha.com/input/?i=erf%28x%29%2C+erf%27%28x%29%2C+erf%27%27%28x%29 |
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plot Re(erf(x + I y)), Im(erf(x + I y))
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