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The Error Function Fix

The document introduces the error function and its relation to the incomplete gamma function and Gaussian probability distribution. It defines the error function as the normalized incomplete integral of the Gaussian function from 0 to x. This can be expanded as a power series for small values of x. The complementary error function is defined as 1 - the error function. An example exercise calculates the error function integral from 5 to 10.

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Nadia Alvionita
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© © All Rights Reserved
20 views

The Error Function Fix

The document introduces the error function and its relation to the incomplete gamma function and Gaussian probability distribution. It defines the error function as the normalized incomplete integral of the Gaussian function from 0 to x. This can be expanded as a power series for small values of x. The complementary error function is defined as 1 - the error function. An example exercise calculates the error function integral from 5 to 10.

Uploaded by

Nadia Alvionita
Copyright
© © All Rights Reserved
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Finn, John Michael. 2005. Introduction To The Special Functions Of Mathematical Physics.

Virginia : Mono Project.

The Error Function


According Finn (2005 : 76-77), the Error function (Figure 3-3) can be considered as
an incomplete integral over a gamma function or “”. are defined as the partial integrals of the
form

𝑡
𝛾 (𝑡, 𝑝)=∫0 𝑡 𝑝−1 𝑒 −𝑡 𝑑𝑡 (3.37)

Often, it is desirable to use the normalized incomplete gamma functions instead


𝑡
∫0 𝑡 𝑝−1 𝑒 −𝑡 𝑑𝑡
𝛾 (t, p) = (3.38)
Γ(𝑝)

For example, the normalization of the Gaussian integral is given by


1 2
Γ (2) = 2 𝑒 −𝑥 (3.39)

and the error function is defined as the normalized incomplete integral


𝑥 2
2 ∫0 𝑒 −𝑥 𝑑𝑥 2 𝑥 2
Erf (x) = 1 = √𝜋 ∫0 𝑒 −𝑥 𝑑𝑥 (3.40)
𝛤( )
2

This integral can be expanded in a power series, giving


2 (−1)𝑛
Erf (x) = √𝜋 ∑∞
𝑛=0 𝑛!(2𝑛+1) 𝑒
2𝑛+1
(3.41)

Which is useful for small.

The is defined as

Erfc (x) = 1 – erf (x) (3.42)

The Error function is closely related to the likelihood of error in a measurement of


normally distributed data. However, like many standard mathematical functions, the
normalization is slightly different from how physicists would like to see it defined. Its
relation the Gaussian probability distribution is given by

2 𝑥 −𝑥 ′2 𝑥
P (-x,x) = √𝜋 ∫−𝑥𝑒 𝑑𝑥 ′ = 𝑥(√2) (3.43)

This returns the probability that a measurement of normally dis- tributed data falls in the interval
[-x, x]. Books of mathematical tables will tabulate at least one of these two functions, if not
both.

Exercise :

2 10 2
1) √𝜋
∫5 𝑒 −𝑢 du

Answer :
2 10 2
√𝜋
∫5 𝑒 −𝑢 du

2 10 2 5 2
= √𝜋 (∫0 𝑒 −𝑢 𝑑𝑢 − ∫0 𝑒 −𝑢 𝑑𝑢)
= erf (10) – erf (5)

= (1- erf (10)) – (1- erfc (5))

= erfc (5) – erfc (10)

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