The complementary error function is defined by
| erfc(x)= |
| ∫ |
| e−t2dt=1−erf(x). |
Hence erfc(0)=1, since
| ∫ |
| e−t2dt= |
| . |
The erfc command computes the complementary error function.
| erfc(1) |
|
| 1-erfc(1/(sqrt(2)))*0.5 |
|
The relation between erfc and normal_cdf (see Section 20.4.7) is:
| normal_cdf(x) =1− |
| erfc | ⎛ ⎜ ⎜ ⎜ ⎜ ⎝ |
| ⎞ ⎟ ⎟ ⎟ ⎟ ⎠ | . |