互補誤差函數 ,記為 erfc,在誤差函數的基礎上定義:
erfc
(
x
)
=
1
−
erf
(
x
)
=
2
π
∫
x
∞
e
−
t
2
d
t
.
{\displaystyle {\mbox{erfc}}(x)=1-{\mbox{erf}}(x)={\frac {2}{\sqrt {\pi }}}\int _{x}^{\infty }e^{-t^{2}}\,\mathrm {d} t\,.}
虛誤差函數 ,記為 erfi ,定義為:
erfi
(
z
)
=
−
i
erf
(
i
z
)
.
{\displaystyle \operatorname {erfi} (z)=-i\,\,\operatorname {erf} (i\,z).}
複誤差函數 ,記為w (z ),也在誤差函數的基礎上定義:
w
(
z
)
=
e
−
z
2
erfc
(
−
i
z
)
.
{\displaystyle w(z)=e^{-z^{2}}{\textrm {erfc}}(-iz).}
誤差函數來自測度論 ,後來與測量 誤差無關的其他領域也用到這一函數,但仍然使用誤差函數這一名字。
誤差函數與標準常態分布 的積分累積分布函數
Φ
{\displaystyle \Phi }
的關係為[ 2]
Φ
(
x
)
=
1
2
+
1
2
erf
(
x
2
)
.
{\displaystyle \Phi (x)={\frac {1}{2}}+{\frac {1}{2}}\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right).}
誤差函數是奇函數 :
erf
(
−
z
)
=
−
erf
(
z
)
{\displaystyle \operatorname {erf} (-z)=-\operatorname {erf} (z)}
對於任何 複數 z :
erf
(
z
¯
)
=
erf
(
z
)
¯
{\displaystyle \operatorname {erf} ({\overline {z}})={\overline {\operatorname {erf} (z)}}}
其中
z
¯
{\displaystyle {\overline {z}}}
表示 z 的 複共軛 。
複數平面上,函數 ƒ = exp(−z 2 ) 和 ƒ = erf(z ) 如圖所示。粗綠線表示 Im(ƒ ) = 0,粗紅線表示 Im(ƒ ) < 0, 粗藍線為 Im(ƒ ) > 0。細綠線表示 Im(ƒ ) = constant,細紅線表示 Re(ƒ ) = constant<0,細藍線表示 Re(ƒ ) = constant>0。
在實數軸上, z → ∞時,erf(z ) 趨於1,z → −∞時,erf(z ) 趨於−1 。在虛數軸上, erf(z ) 趨於 ±i∞。
誤差函數是整函數 ,沒有奇異點(無窮遠處除外),泰勒展開收斂。
誤差函數泰勒級數:
erf
(
z
)
=
2
π
∑
n
=
0
∞
(
−
1
)
n
z
2
n
+
1
n
!
(
2
n
+
1
)
=
2
π
(
z
−
z
3
3
+
z
5
10
−
z
7
42
+
z
9
216
−
⋯
)
{\displaystyle \operatorname {erf} (z)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }{\frac {(-1)^{n}z^{2n+1}}{n!(2n+1)}}={\frac {2}{\sqrt {\pi }}}\left(z-{\frac {z^{3}}{3}}+{\frac {z^{5}}{10}}-{\frac {z^{7}}{42}}+{\frac {z^{9}}{216}}-\ \cdots \right)}
對每個複數 z 均成立。
上式可以用迭代形式表示:
erf
(
z
)
=
2
π
∑
n
=
0
∞
(
z
∏
k
=
1
n
−
(
2
k
−
1
)
z
2
k
(
2
k
+
1
)
)
=
2
π
∑
n
=
0
∞
z
2
n
+
1
∏
k
=
1
n
−
z
2
k
{\displaystyle \operatorname {erf} (z)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }\left(z\prod _{k=1}^{n}{\frac {-(2k-1)z^{2}}{k(2k+1)}}\right)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }{\frac {z}{2n+1}}\prod _{k=1}^{n}{\frac {-z^{2}}{k}}}
誤差函數的導數 :
d
d
z
e
r
f
(
z
)
=
2
π
e
−
z
2
.
{\displaystyle {\frac {\rm {d}}{{\rm {d}}z}}\,\mathrm {erf} (z)={\frac {2}{\sqrt {\pi }}}\,e^{-z^{2}}.}
誤差函數的 不定積分 為:
z
erf
(
z
)
+
e
−
z
2
π
{\displaystyle z\,\operatorname {erf} (z)+{\frac {e^{-z^{2}}}{\sqrt {\pi }}}}
逆誤差函數
逆誤差函數 可由 麥克勞林級數 表示:
erf
−
1
(
z
)
=
∑
k
=
0
∞
c
k
2
k
+
1
(
π
2
z
)
2
k
+
1
,
{\displaystyle \operatorname {erf} ^{-1}(z)=\sum _{k=0}^{\infty }{\frac {c_{k}}{2k+1}}\left({\frac {\sqrt {\pi }}{2}}z\right)^{2k+1},\,\!}
其中, c 0 = 1 ,
c
k
=
∑
m
=
0
k
−
1
c
m
c
k
−
1
−
m
(
m
+
1
)
(
2
m
+
1
)
=
{
1
,
1
,
7
6
,
127
90
,
4369
2520
,
…
}
.
{\displaystyle c_{k}=\sum _{m=0}^{k-1}{\frac {c_{m}c_{k-1-m}}{(m+1)(2m+1)}}=\left\{1,1,{\frac {7}{6}},{\frac {127}{90}},{\frac {4369}{2520}},\ldots \right\}.}
即:
erf
−
1
(
z
)
=
1
2
π
(
z
+
π
12
z
3
+
7
π
2
480
z
5
+
127
π
3
40320
z
7
+
4369
π
4
5806080
z
9
+
34807
π
5
182476800
z
11
+
⋯
)
.
{\displaystyle \operatorname {erf} ^{-1}(z)={\tfrac {1}{2}}{\sqrt {\pi }}\left(z+{\frac {\pi }{12}}z^{3}+{\frac {7\pi ^{2}}{480}}z^{5}+{\frac {127\pi ^{3}}{40320}}z^{7}+{\frac {4369\pi ^{4}}{5806080}}z^{9}+{\frac {34807\pi ^{5}}{182476800}}z^{11}+\cdots \right).\ }
逆互補誤差函數 定義為:
erfc
−
1
(
1
−
z
)
=
erf
−
1
(
z
)
.
{\displaystyle \operatorname {erfc} ^{-1}(1-z)=\operatorname {erf} ^{-1}(z).}
互補誤差函數的漸近展開 ,
e
r
f
c
(
x
)
=
e
−
x
2
x
π
[
1
+
∑
n
=
1
∞
(
−
1
)
n
1
⋅
3
⋅
5
⋯
(
2
n
−
1
)
(
2
x
2
)
n
]
=
e
−
x
2
x
π
∑
n
=
0
∞
(
−
1
)
n
(
2
n
−
1
)
!
!
(
2
x
2
)
n
,
{\displaystyle \mathrm {erfc} (x)={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\left[1+\sum _{n=1}^{\infty }(-1)^{n}{\frac {1\cdot 3\cdot 5\cdots (2n-1)}{(2x^{2})^{n}}}\right]={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\sum _{n=0}^{\infty }(-1)^{n}{\frac {(2n-1)!!}{(2x^{2})^{n}}},\,}
其中 (2n – 1)!! 為 雙階乘 ,x 為實數,該級數對有限 x 發散。對於
N
∈
N
{\displaystyle N\in \mathbb {N} }
,有
e
r
f
c
(
x
)
=
e
−
x
2
x
π
∑
n
=
0
N
−
1
(
−
1
)
n
(
2
n
−
1
)
!
!
(
2
x
2
)
n
+
R
N
(
x
)
{\displaystyle \mathrm {erfc} (x)={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\sum _{n=0}^{N-1}(-1)^{n}{\frac {(2n-1)!!}{(2x^{2})^{n}}}+R_{N}(x)\,}
其中餘項用以 大O符號 表示為
R
N
(
x
)
=
O
(
x
−
2
N
+
1
e
−
x
2
)
{\displaystyle R_{N}(x)=O(x^{-2N+1}e^{-x^{2}})}
as
x
→
∞
{\displaystyle x\to \infty }
.
餘項的精確形式為:
R
N
(
x
)
:=
(
−
1
)
N
π
2
−
2
N
+
1
(
2
N
)
!
N
!
∫
x
∞
t
−
2
N
e
−
t
2
d
t
,
{\displaystyle R_{N}(x):={\frac {(-1)^{N}}{\sqrt {\pi }}}2^{-2N+1}{\frac {(2N)!}{N!}}\int _{x}^{\infty }t^{-2N}e^{-t^{2}}\,\mathrm {d} t,}
對於比較大的 x, 只需漸近展開中開始的幾項就可以得到 erfc(x )很好的近似值。[ 註 3]
互補誤差函數的連分式展開形式:[ 3]
e
r
f
c
(
z
)
=
z
π
e
−
z
2
a
1
z
2
+
a
2
1
+
a
3
z
2
+
a
4
1
+
⋯
a
1
=
1
,
a
m
=
m
−
1
2
,
m
≥
2.
{\displaystyle \mathrm {erfc} (z)={\frac {z}{\sqrt {\pi }}}e^{-z^{2}}{\cfrac {a_{1}}{z^{2}+{\cfrac {a_{2}}{1+{\cfrac {a_{3}}{z^{2}+{\cfrac {a_{4}}{1+\dotsb }}}}}}}}\qquad a_{1}=1,\quad a_{m}={\frac {m-1}{2}},\quad m\geq 2.}
erf
(
x
)
≈
1
−
1
(
1
+
a
1
x
+
a
2
x
2
+
a
3
x
3
+
a
4
x
4
)
4
{\displaystyle \operatorname {erf} (x)\approx 1-{\frac {1}{(1+a_{1}x+a_{2}x^{2}+a_{3}x^{3}+a_{4}x^{4})^{4}}}}
(最大誤差: 5·10−4 )
其中, a 1 = 0.278393, a 2 = 0.230389, a 3 = 0.000972, a 4 = 0.078108
erf
(
x
)
≈
1
−
(
a
1
t
+
a
2
t
2
+
a
3
t
3
)
e
−
x
2
,
t
=
1
1
+
p
x
{\displaystyle \operatorname {erf} (x)\approx 1-(a_{1}t+a_{2}t^{2}+a_{3}t^{3})e^{-x^{2}},\quad t={\frac {1}{1+px}}}
(最大誤差:2.5·10−5 )
其中, p = 0.47047, a 1 = 0.3480242, a 2 = −0.0958798, a 3 = 0.7478556
erf
(
x
)
≈
1
−
1
(
1
+
a
1
x
+
a
2
x
2
+
⋯
+
a
6
x
6
)
16
{\displaystyle \operatorname {erf} (x)\approx 1-{\frac {1}{(1+a_{1}x+a_{2}x^{2}+\cdots +a_{6}x^{6})^{16}}}}
(最大誤差: 3·10−7 )
其中, a 1 = 0.0705230784, a 2 = 0.0422820123, a 3 = 0.0092705272, a 4 = 0.0001520143, a 5 = 0.0002765672, a 6 = 0.0000430638
erf
(
x
)
≈
1
−
(
a
1
t
+
a
2
t
2
+
⋯
+
a
5
t
5
)
e
−
x
2
,
t
=
1
1
+
p
x
{\displaystyle \operatorname {erf} (x)\approx 1-(a_{1}t+a_{2}t^{2}+\cdots +a_{5}t^{5})e^{-x^{2}},\quad t={\frac {1}{1+px}}}
(最大誤差: 1.5·10−7 )
其中, p = 0.3275911, a 1 = 0.254829592, a 2 = −0.284496736, a 3 = 1.421413741, a 4 = −1.453152027, a 5 = 1.061405429
以上所有近似式適用範圍是: x ≥ 0. 對於負的 x , 誤差函數是奇函數這一性質得到誤差函數的值, erf(x ) = −erf(−x ).
另有近似式:
erf
(
x
)
≈
sgn
(
x
)
1
−
exp
(
−
x
2
4
/
π
+
a
x
2
1
+
a
x
2
)
{\displaystyle \operatorname {erf} (x)\approx \operatorname {sgn}(x){\sqrt {1-\exp \left(-x^{2}{\frac {4/\pi +ax^{2}}{1+ax^{2}}}\right)}}}
其中,
a
=
8
(
π
−
3
)
3
π
(
4
−
π
)
≈
0.140012.
{\displaystyle a={\frac {8(\pi -3)}{3\pi (4-\pi )}}\approx 0.140012.}
該近似式在0或無窮的鄰域非常準確,x 整個定義域上,近似式最大誤差小於0.00035,取 a ≈ 0.147 ,最大誤差可減小到0.00012。[ 4]
逆誤差函數近似式:
erf
−
1
(
x
)
≈
sgn
(
x
)
(
2
π
a
+
ln
(
1
−
x
2
)
2
)
2
−
ln
(
1
−
x
2
)
a
−
(
2
π
a
+
ln
(
1
−
x
2
)
2
)
.
{\displaystyle \operatorname {erf} ^{-1}(x)\approx \operatorname {sgn}(x){\sqrt {{\sqrt {\left({\frac {2}{\pi a}}+{\frac {\ln(1-x^{2})}{2}}\right)^{2}-{\frac {\ln(1-x^{2})}{a}}}}-\left({\frac {2}{\pi a}}+{\frac {\ln(1-x^{2})}{2}}\right)}}.}
誤差函數本質上與標準常態累積分布函數
Φ
{\displaystyle \Phi }
是等價的,
Φ
(
x
)
=
1
2
π
∫
−
∞
x
e
−
t
2
2
d
t
=
1
2
[
1
+
erf
(
x
2
)
]
=
1
2
erfc
(
−
x
2
)
{\displaystyle \Phi (x)={\frac {1}{\sqrt {2\pi }}}\int _{-\infty }^{x}e^{\tfrac {-t^{2}}{2}}\,\mathrm {d} t={\frac {1}{2}}\left[1+\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right)\right]={\frac {1}{2}}\,\operatorname {erfc} \left(-{\frac {x}{\sqrt {2}}}\right)}
可整理為如下形式:
e
r
f
(
x
)
=
2
Φ
(
x
2
)
−
1
e
r
f
c
(
x
)
=
2
Φ
(
−
x
2
)
=
2
(
1
−
Φ
(
x
2
)
)
.
{\displaystyle {\begin{aligned}\mathrm {erf} (x)&=2\Phi \left(x{\sqrt {2}}\right)-1\\\mathrm {erfc} (x)&=2\Phi \left(-x{\sqrt {2}}\right)=2\left(1-\Phi \left(x{\sqrt {2}}\right)\right).\end{aligned}}}
Φ
{\displaystyle \Phi }
的逆函數為常態分位函數 ,即機率單位 函數,
probit
(
p
)
=
Φ
−
1
(
p
)
=
2
erf
−
1
(
2
p
−
1
)
=
−
2
erfc
−
1
(
2
p
)
.
{\displaystyle \operatorname {probit} (p)=\Phi ^{-1}(p)={\sqrt {2}}\,\operatorname {erf} ^{-1}(2p-1)=-{\sqrt {2}}\,\operatorname {erfc} ^{-1}(2p).}
誤差函數為標準常態分布的尾機率Q函數 的關係為,
Q
(
x
)
=
1
2
−
1
2
erf
(
x
2
)
=
1
2
erfc
(
x
2
)
.
{\displaystyle Q(x)={\frac {1}{2}}-{\frac {1}{2}}\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right)={\frac {1}{2}}\operatorname {erfc} \left({\frac {x}{\sqrt {2}}}\right).}
誤差函數是米塔-列夫勒函數 的特例,可以表示為合流超幾何函數 ,
e
r
f
(
x
)
=
2
x
π
1
F
1
(
1
2
,
3
2
,
−
x
2
)
.
{\displaystyle \mathrm {erf} (x)={\frac {2x}{\sqrt {\pi }}}\,_{1}F_{1}\left({\tfrac {1}{2}},{\tfrac {3}{2}},-x^{2}\right).}
誤差函數用正則Γ函數 P和 不完全Γ函數 表示為
erf
(
x
)
=
sgn
(
x
)
P
(
1
2
,
x
2
)
=
sgn
(
x
)
π
γ
(
1
2
,
x
2
)
.
{\displaystyle \operatorname {erf} (x)=\operatorname {sgn} (x)P\left({\tfrac {1}{2}},x^{2}\right)={\operatorname {sgn} (x) \over {\sqrt {\pi }}}\gamma \left({\tfrac {1}{2}},x^{2}\right).}
sgn
(
x
)
{\displaystyle \scriptstyle \operatorname {sgn} (x)\ }
為 符號函數 .
廣義誤差函數圖像 E n (x ): 灰線: E 1 (x ) = (1 − e −x )/
π
{\displaystyle \scriptstyle {\sqrt {\pi }}}
紅線: E 2 (x ) = erf(x ) 綠線: E 3 (x ) 藍線: E 4 (x ) 金線: E 5 (x ).
廣義誤差函數為:
E
n
(
x
)
=
n
!
π
∫
0
x
e
−
t
n
d
t
=
n
!
π
∑
p
=
0
∞
(
−
1
)
p
x
n
p
+
1
(
n
p
+
1
)
p
!
.
{\displaystyle E_{n}(x)={\frac {n!}{\sqrt {\pi }}}\int _{0}^{x}e^{-t^{n}}\,\mathrm {d} t={\frac {n!}{\sqrt {\pi }}}\sum _{p=0}^{\infty }(-1)^{p}{\frac {x^{np+1}}{(np+1)p!}}\,.}
其中,E 0 (x )為通過原點的直線,
E
0
(
x
)
=
x
e
π
{\displaystyle \scriptstyle E_{0}(x)={\frac {x}{e{\sqrt {\pi }}}}}
。E 2 (x ) 即為誤差函數 erf(x )。
x > 0時,廣義誤差函數可以用Γ函數和 不完全Γ函數表示,
E
n
(
x
)
=
Γ
(
n
)
(
Γ
(
1
n
)
−
Γ
(
1
n
,
x
n
)
)
π
,
x
>
0.
{\displaystyle E_{n}(x)={\frac {\Gamma (n)\left(\Gamma \left({\frac {1}{n}}\right)-\Gamma \left({\frac {1}{n}},x^{n}\right)\right)}{\sqrt {\pi }}},\quad \quad x>0.\ }
因此,誤差函數可以用不完全Γ函數表示為:
erf
(
x
)
=
1
−
Γ
(
1
2
,
x
2
)
π
.
{\displaystyle \operatorname {erf} (x)=1-{\frac {\Gamma \left({\frac {1}{2}},x^{2}\right)}{\sqrt {\pi }}}.\ }
互補誤差函數的迭代積分定義為:
i
n
erfc
(
z
)
=
∫
z
∞
i
n
−
1
erfc
(
ζ
)
d
ζ
.
{\displaystyle \mathrm {i} ^{n}\operatorname {erfc} \,(z)=\int _{z}^{\infty }\mathrm {i} ^{n-1}\operatorname {erfc} \,(\zeta )\;\mathrm {d} \zeta .\,}
可以展開成冪級數:
i
n
erfc
(
z
)
=
∑
j
=
0
∞
(
−
z
)
j
2
n
−
j
j
!
Γ
(
1
+
n
−
j
2
)
,
{\displaystyle \mathrm {i} ^{n}\operatorname {erfc} \,(z)=\sum _{j=0}^{\infty }{\frac {(-z)^{j}}{2^{n-j}j!\Gamma \left(1+{\frac {n-j}{2}}\right)}}\,,}
滿足如下對稱性質:
i
2
m
erfc
(
−
z
)
=
−
i
2
m
erfc
(
z
)
+
∑
q
=
0
m
z
2
q
2
2
(
m
−
q
)
−
1
(
2
q
)
!
(
m
−
q
)
!
{\displaystyle \mathrm {i} ^{2m}\operatorname {erfc} (-z)=-\mathrm {i} ^{2m}\operatorname {erfc} \,(z)+\sum _{q=0}^{m}{\frac {z^{2q}}{2^{2(m-q)-1}(2q)!(m-q)!}}}
和
i
2
m
+
1
erfc
(
−
z
)
=
i
2
m
+
1
erfc
(
z
)
+
∑
q
=
0
m
z
2
q
+
1
2
2
(
m
−
q
)
−
1
(
2
q
+
1
)
!
(
m
−
q
)
!
.
{\displaystyle \mathrm {i} ^{2m+1}\operatorname {erfc} (-z)=\mathrm {i} ^{2m+1}\operatorname {erfc} \,(z)+\sum _{q=0}^{m}{\frac {z^{2q+1}}{2^{2(m-q)-1}(2q+1)!(m-q)!}}\,.}
More information x, erf(x) ...
x
erf(x)
erfc(x)
x
erf(x)
erfc(x)
0.00
0.0000000
1.0000000
1.30
0.9340079
0.0659921
0.05
0.0563720
0.9436280
1.40
0.9522851
0.0477149
0.10
0.1124629
0.8875371
1.50
0.9661051
0.0338949
0.15
0.1679960
0.8320040
1.60
0.9763484
0.0236516
0.20
0.2227026
0.7772974
1.70
0.9837905
0.0162095
0.25
0.2763264
0.7236736
1.80
0.9890905
0.0109095
0.30
0.3286268
0.6713732
1.90
0.9927904
0.0072096
0.35
0.3793821
0.6206179
2.00
0.9953223
0.0046777
0.40
0.4283924
0.5716076
2.10
0.9970205
0.0029795
0.45
0.4754817
0.5245183
2.20
0.9981372
0.0018628
0.50
0.5204999
0.4795001
2.30
0.9988568
0.0011432
0.55
0.5633234
0.4366766
2.40
0.9993115
0.0006885
0.60
0.6038561
0.3961439
2.50
0.9995930
0.0004070
0.65
0.6420293
0.3579707
2.60
0.9997640
0.0002360
0.70
0.6778012
0.3221988
2.70
0.9998657
0.0001343
0.75
0.7111556
0.2888444
2.80
0.9999250
0.0000750
0.80
0.7421010
0.2578990
2.90
0.9999589
0.0000411
0.85
0.7706681
0.2293319
3.00
0.9999779
0.0000221
0.90
0.7969082
0.2030918
3.10
0.9999884
0.0000116
0.95
0.8208908
0.1791092
3.20
0.9999940
0.0000060
1.00
0.8427008
0.1572992
3.30
0.9999969
0.0000031
1.10
0.8802051
0.1197949
3.40
0.9999985
0.0000015
1.20
0.9103140
0.0896860
3.50
0.9999993
0.0000007
x
erfc(x)/2
1
7.86496e−2
2
2.33887e−3
3
1.10452e−5
4
7.70863e−9
5
7.6873e−13
6
1.07599e−17
7
2.09191e−23
8
5.61215e−30
9
2.06852e−37
10
1.04424e−45
11
7.20433e−55
12
6.78131e−65
13
8.69779e−76
14
1.51861e−87
15
3.6065e−100
16
1.16424e−113
17
5.10614e−128
18
3.04118e−143
19
2.45886e−159
20
2.69793e−176
21
4.01623e−194
22
8.10953e−213
23
2.22063e−232
24
8.24491e−253
25
4.15009e−274
26
2.8316e−296
27
2.61855e−319
Close
Greene, William H.; Econometric Analysis (fifth edition), Prentice-Hall, 1993, p. 926, fn. 11
Cuyt, Annie A. M.; Petersen, Vigdis B.; Verdonk, Brigitte; Waadeland, Haakon; Jones, William B. Handbook of Continued Fractions for Special Functions. Springer-Verlag . 2008. ISBN 978-1-4020-6948-2 .
Numerical Recipes in Fortran 77: The Art of Scientific Computing (ISBN 978-0-521-43064-7 ), 1992, page 214, Cambridge University Press.