Difference between revisions of "Error function"

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(Properties)
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=Properties=
 
=Properties=
 
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<strong>Theorem:</strong> $\mathrm{erf}(z) = \dfrac{2}{\sqrt{\pi}} \displaystyle\sum_{k=0}^{\infty} \dfrac{(-1)^kz^{2n+1}}{n!(2n+1)}$
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<strong>Theorem:</strong> The following formula holds:
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$\mathrm{erf}(z) = \dfrac{2}{\sqrt{\pi}} \displaystyle\sum_{k=0}^{\infty} \dfrac{(-1)^kz^{2n+1}}{n!(2n+1)}.$
 
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<strong>Proof:</strong>  █  
 
<strong>Proof:</strong>  █  
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<strong>Theorem:</strong> The following formula holds:
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$\mathrm{erf}(z)=\dfrac{2}{\sqrt{\pi}}e^{-z^2}\displaystyle\sum_{k=0}^{\infty} \dfrac{2^k}{1 \cdot 3 \cdot \ldots \cdot (2k+1)} z^{2k+1}.$
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<strong>Proof:</strong> █
 
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<strong>Theorem:</strong> $\mathrm{erf}(-z)=-\mathrm{erf}(z)$
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<strong>Theorem:</strong> The following formula holds:$\mathrm{erf}(-z)=-\mathrm{erf}(z).$
 
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<strong>Proof:</strong>  █  
 
<strong>Proof:</strong>  █  
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<strong>Theorem:</strong> $\mathrm{erf}(\overline{z}) = \overline{\mathrm{erf}}(z)$  
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<strong>Theorem:</strong> The following formula holds:$\mathrm{erf}(\overline{z}) = \overline{\mathrm{erf}}(z).$
 
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<strong>Proof:</strong>  █  
 
<strong>Proof:</strong>  █  
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<strong>Theorem:</strong> The following formula holds:
 
<strong>Theorem:</strong> The following formula holds:
$$\dfrac{1}{2} \left( 1 + \mathrm{erf} \left( \dfrac{x-\mu}{\sqrt{2}\sigma} \right) \right)=\dfrac{1}{\sigma \sqrt{2 \pi}} \displaystyle\int_{-\infty}^x \exp \left( -\dfrac{(t-\mu)^2}{2\sigma^2} \right)dt.$$
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$\dfrac{1}{2} \left( 1 + \mathrm{erf} \left( \dfrac{x-\mu}{\sqrt{2}\sigma} \right) \right)=\dfrac{1}{\sigma \sqrt{2 \pi}} \displaystyle\int_{-\infty}^x \exp \left( -\dfrac{(t-\mu)^2}{2\sigma^2} \right)dt.$
 
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<strong>Proof:</strong> █  
 
<strong>Proof:</strong> █  

Revision as of 10:26, 30 December 2015

The error function $\mathrm{erf}$ is defined by $$\mathrm{erf}(x)=\dfrac{2}{\sqrt{\pi}}\displaystyle\int_0^x e^{-\tau^2} d\tau.$$

Properties

Theorem: The following formula holds: $\mathrm{erf}(z) = \dfrac{2}{\sqrt{\pi}} \displaystyle\sum_{k=0}^{\infty} \dfrac{(-1)^kz^{2n+1}}{n!(2n+1)}.$

Proof:

Theorem: The following formula holds: $\mathrm{erf}(z)=\dfrac{2}{\sqrt{\pi}}e^{-z^2}\displaystyle\sum_{k=0}^{\infty} \dfrac{2^k}{1 \cdot 3 \cdot \ldots \cdot (2k+1)} z^{2k+1}.$

Proof:

Theorem: The following formula holds:$\mathrm{erf}(-z)=-\mathrm{erf}(z).$

Proof:

Theorem: The following formula holds:$\mathrm{erf}(\overline{z}) = \overline{\mathrm{erf}}(z).$

Proof:

Theorem: The following formula holds: $\dfrac{1}{2} \left( 1 + \mathrm{erf} \left( \dfrac{x-\mu}{\sqrt{2}\sigma} \right) \right)=\dfrac{1}{\sigma \sqrt{2 \pi}} \displaystyle\int_{-\infty}^x \exp \left( -\dfrac{(t-\mu)^2}{2\sigma^2} \right)dt.$

Proof:

Videos

The Laplace transform of the error function $\mathrm{erf}(t)$

References

Relating $\phi$ and erf

<center>Error functions
</center>