In mathematics, the error function (also called the Gauss error function) is a special function (non-elementary) of sigmoid shape that occurs in probability, statistics, and partial differential equations describing diffusion.
It’s the probability that a normal random variable with mean 0 and variance 0.5 take value between [-x, x]. It is denoted by erf(x) and calculated by:-
In cmath library of C++, error function has been already implemented. There are two such functions:-
- erf(x) : This inbuilt function calculate the error function for input value of x. Parameter x which can be int or float or double. It return a double which is erf(x).
- erfc(x) : This inbuilt function calculate the complementary of error function for input value of x. Parameter x which can be int or float or double. It return a double which is 1 – erf(x).
probability that normal r.v X takes value between -0.25 & 0.25 is 0.276326
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