Use this tag for the error and complementary error functions (erf and erfc). These are special functions formed by taking definite integrals of the Gaussian/normal distribution function.

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Approximating the erf function

I was trying to find an approximate solution to the following: $\DeclareMathOperator\erf{erf}$ $$\frac12 \sqrt{\pi} \erf\left (\frac{x-2}{\sqrt{10}}\right) + \frac12 \sqrt{\pi} \erf ...
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2answers
142 views

Accurate computation of $\exp(a x^2) Q(x)$ for big values of $x$?

I was wondering how one can accurately compute the value of $\exp(a x^2) Q(b x)$ for large values of $$x \left(Q(x) \triangleq \frac{1}{\sqrt{2\pi}}\int_x^{\infty} e^{-\frac{u^2}{2}} du \right)?.$$ ...
25
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1answer
639 views

Weber-type integral

In connection with this answer, I came across the following integral: $$\int_{0}^{\infty} \frac{du}{u} \: \,e^{-t u^2} \frac{J_0(u) Y_0(r u)-J_0(r u) Y_0(u)}{J_0^2(u)+Y_0^2(u)}$$ where $r \gt 1$. I ...
19
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1answer
410 views

Non-trivial values of error function $\operatorname{erf}(x)$?

The so called error function $\operatorname{erf}(x)$ is defined as $$\operatorname{erf}(x)=\frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2}dt,$$ and it is well known that $\operatorname{erf}(\infty)=1$. Are ...
4
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1answer
45 views

Solving $\int dx {\sqrt{x^2+a}} e^{-A x^2} erf \left( c(x-b) \right)$

I got as far as: $$\int dx {\sqrt{x^2+a}} e^{-A x^2} erf \left( c(x-b) \right) $$ $$=\frac{2}{\sqrt{\pi}} \int dx \int^{c(x-b)}_0 dy {\sqrt{x^2+a}} e^{-A x^2 - y^2}$$ $$=\frac{-2 c}{\sqrt{\pi}} ...
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1answer
16 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...
1
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1answer
53 views

Remainder Taylor series two+ variables

Hard to find an article / tutorial specifically about this subject online.... Can anyone explain / send link to explanation or tutorial regarding how to calculate remainder for multi-variable taylor ...
1
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1answer
29 views

Alternatives to absolute error?

Let me explain my scenario in which I need to calculate absolute error. Lets say the X is the actual value. And X' is the value of X with some error 'e'. So X' = X + e'. Lets say i = 1 to 10000. I ...
1
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1answer
47 views

Integral of cumulative normal

Let $$\Phi(x):=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} \exp\left({-\dfrac{\omega^2}{2}}\right) d\omega.$$ Question: for what values of $a$, $b$ and for what choices of $f(x)$ would the following ...
0
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1answer
10 views

Equation for standard error of weighted mean

What should I use when to calculate standard errors (and thus a confidence interval) for weighted means? Do I simply substitute the weighted mean for the simple arithmetic mean?
0
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1answer
57 views

Sigmoid function that approaches infinity as x approaches infinity.

The function I'm looking for looks like an error function, but instead of having asymptotes $1$ and $-1$, the function I'm looking for does not have asymptote. It increases to infinity. The ...
0
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1answer
75 views

Discrete Function Approximation Error - Which type? (Applied math, signals)

I have two functions, one derived via software, and we can call it the exact function, $f_{exact}$. The other is a result I got through hardware, and we can call it the approximation, $f_{approx}$. ...
0
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1answer
237 views

Uncertainty in gradient of data

So I have a set of 9 x,y values, and I need to find the gradient/slope of the data, AND its associated error. Without the error, I would've used Excels LINEST function, but as the errors in my y ...
0
votes
1answer
397 views

analytical filtering of Gaussian function with tophat

I have a Gaussian Function - $$G(a,x) = \sqrt{\frac{6.0}{\pi \cdot a^2}}\cdot \exp\left(\frac{-6.0x^2}{a^2}\right)$$ and I want to filter it with a tophat kernel $$ f(x,\xi) = ...
4
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0answers
120 views

Exact values of error function

The error function is defined as $$\operatorname{erf}(z)=\frac{2}{\sqrt{\pi}} \int_0^z e^{-t^2} \, dt.$$ We know that the Gaussian integral is $$\int_{-\infty}^{\infty} e^{-x^2}\,dx=\sqrt{\pi}.$$ ...
3
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0answers
82 views

Properties and representations of the the rescaled complementary error function $\mathrm{erfcx}{z}$

Consider the rescaled complementary error function: $$ \mathrm{erfcx}(z) = {e^{z^2}} \left( {1-\mathrm{erf}(z)} \right) $$ $z \in \Bbb{C}$ which also has the following integral representation: $$ ...
3
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0answers
182 views

Differentiation under integral sign

There is this integral that I used a lot in my research: $$\int_{-\infty}^{\infty}\exp\left(-b^{2}\left(x-c\right)^{2}\right)\mathrm{erf}\left(a\left(x-d\right)\right)\,\mathrm{d}x = ...
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0answers
412 views

Integral of two error functions (erf)

In my research I came across the following integral: \begin{equation} ...
2
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0answers
36 views

Understanding Variance

I have to analyse the reasons that we did not meet target. Our target is 4750 m Our target speed is 500m/hr Our target hrs are 9.5 We achieved a speed of 550 m/hr We achieved hrs of 9.1 We achieved ...
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0answers
32 views

Solve:$\int_{0}^{t}{{\left(\cos({…})+\sin({…})\right)} \frac{\lambda^2 e^{(…)}}{\sqrt{\pi (t-r)}} \text{Erfc}{\left(… \right)} }~\mathrm{d}r$

I have another nasty integral to solve as follow: $$ I(t)=\int_{0}^{t}{{\left(\cos({\frac{\gamma}{4(t-r)}})+\sin({\frac{\gamma}{4(t-r)}})\right)} \frac{{\lambda^2} e^{2 \lambda^2 r+ \lambda ...
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0answers
75 views

Derivation of approximation of Error function

In Abramowitz and Stegun there are some formulas for approximation of Error funtion. I am intrested in the formulas $7.1.25$ to $7.1.28$, here is one of them ($7.1.26$). ...
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0answers
48 views

Integrating a product of to error functions and an exponential

I have the following integral that I need to solve. $\int_{-\infty}^\infty \exp(-\frac{x^2}{2})*\text{erf}(x-\delta)*\text{erf}(x-\gamma)dx$ I was hoping I could use this: Integral of product of ...
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0answers
23 views

Why is the Riemann integral for the sum-of-squares error function multiplied by the joint density function of the underlying distribution?

In Bishop's Neural Networks for Pattern recognition , he expresses an error function $$ E= \frac{1}{2}\sum_{n=1}^{N}\sum_{k}\{(y_k(\mathbf{x}^{n};\mathbf{w})-t^{n}_{k}\}^2$$ where $\mathbf{x}^{n}$ ...
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0answers
41 views

How to compute an integral involving the error function

Solving a problem with one dimensional diffusion the following identity naturally arises $$\int _{-\infty }^{\infty }\frac{q}{2}{{\rm e}^{\eta\,t{\alpha}^{2}-\alpha \,x}} \left( {{\rm ...
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0answers
46 views

Is the Taylor Expansion a good approximation

Say I use a computer to sum the first 26 terms of $e^{-5}$ (degree 25), will this taylor expansion provide a good approximation? It summed to $.0067$ To me this seems like a good approximation, but I ...
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0answers
55 views

Integral involving complimentary error function.

Essentially, I am trying to work out an integral of the form: $\int_{0}^{\pi }{x\cdot a\cdot \cos \left( x \right)e^{-\left[ a\cdot \sin \left( x \right) \right]^{2}}\mbox{erfc}\left[ -a\cdot \cos ...
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0answers
51 views

Converting this sum to integral (possible?). The goal is to get error function

The solution to the heat equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2}$$ with boundary conditions and ini condition as followed: $$u(0\ or\ 1, t)=0\qquad u(x,0)=1$$ ...
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0answers
44 views

Find the right degree of the Maclaurin polynomial of $e^x$

Here is my question: What degree Maclaurin polynomial of $e^x$ must be taken to guarantee an estimate of $e$ to within $1 \times 10^{-6}?$ I know that the error term is: ...
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0answers
188 views

Solving Differential equation, origin Physics

Given constants $u,v,l$ find the solution to the differential equation $$\frac{dx}{dt}+x\left(1+\frac{v}{l}t\right)=u$$ Given that at $(0,l)$ lies on the solution. And hence find the value of $t$ when ...
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0answers
144 views

Grid Function Norm

I am studying about the global truncation error in finite difference methods and I have a question about calculating the error in a Boundary Value Problem (BVP). If we take a simple 1-D problem, the ...
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0answers
203 views

A puzzling inequality involving exp, erf, and log

For $0<y<x<\infty$, I believe the following inequality is true (I've tested it numerically with random values for $x$ and $y$) but have been unable to analytically confirm: \begin{align} ...
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0answers
741 views

What is the significance of error function?

Here's a Wiki article on the subject. Sadly it doesn't do a good job of explaining the significance of the function. Of course it may mean different things to different people (for mathematicians it ...
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0answers
32 views

Solving an integral that includes an exponential function and the error function

This question contains all the values needed to compute an equation. My question is, do you get the same result I get? Or do you get the result in the paper I've linked to? I'm trying to decipher ...
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0answers
13 views

Maximum Error Bound on a Cubic Spline, Chebyshev Polynomials

Most notations for the error resulting from interpolation of cubic splines (e.g. http://pages.cs.wisc.edu/~amos/412/lecture-notes/lecture12.pdf) requires knowledge of the original function to ...
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0answers
15 views

how to derive error function

I saw many places where erf(x) is used. As per wiki it is defined as gauss error function shown here . I recently used this to derive the cumulative probability density function for normal ...
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0answers
12 views

Proving equally probability functions - general to specific case

I want to verify that my general probability expression can be reduced to a familiar case that was published. I can see that if I assign the parameters right in my case, I can get the same results ...
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0answers
46 views

Closed form for integral of an error function

My question is similar to that posted here. I have the following integral that I want to determine in a closed form. My uncertainty arises due to the addition term within the Error function: ...
0
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0answers
10 views

Difference Between Three Similar Error Reducing Algorithms

I found a Least Square Error Recognition algorithm that finds the least mean square error from a 2-d matrix element by element. Logistic regression from this site, on the other hand, seeks to ...
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0answers
97 views

two dimensional Gaussian integral with complex exponent of an absolute value

I am trying to solve the following two dimensional integral: $$\int^{\infty}_{-\infty}\int^{\infty}_{-\infty}{e^{ia(\left|x\right|-\left|y\right|)} \frac{1}{2\pi\sqrt{1-\rho^2}}e^{-\frac{x^2+y^2-2\rho ...
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0answers
16 views

How to solve this statistics problem? Error function

A store received 1500 glass bottles. The probability that the randomly chosen product is defective is 0.3% . Create the distribution law of the random variable X number of defective products , ...
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0answers
41 views

Proof that $\int_0^\infty t^\gamma e^{t/2} \operatorname{erfc}(\sqrt{t}\,) \,dt$ leads to hypergeometric function

I'm looking for the proof of $$\DeclareMathOperator\erfc{erfc} \int_0^\infty t^\gamma e^{t/2} \erfc(\sqrt{t}\,) \, dt = \frac{2^{-2 \gamma -1} \Gamma (2 \gamma +2) \, _2F_1\left(\gamma +1,\gamma ...
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0answers
98 views

error function inverse limits

$$ \lim_{x \to 0+} e^{-(\operatorname{erfc}^{-1}(2x) - 2\operatorname{erfc}^{-1}(x))^2}(e^{\operatorname{erfc}^{-1}(x)^2} - e^{\operatorname{erfc}^{-1}(2x)^2}) $$ Where $\operatorname{erfc}(x) = ...
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0answers
94 views

What is the limit of erf in $\infty+i\times\infty$?

What is the following limit: $\lim_{x \to \infty, y \to \infty} \mbox{erf}\left(x+iy\right)$ Wolfram alpha seems to give $1$, but here the unique answer seems to tell that $\mbox{erf}$ diverges. ...