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单词 Erf
释义

Erf

The ``error function'' encountered in integrating the Gaussian Distribution.

(1)
 (2)
 (3)

where Erfc is the complementary error function and is the incomplete Gamma Function. It canalso be defined as a Maclaurin Series
(4)

Erf has the values
(5)
(6)

It is an Odd Function
(7)

and satisfies
(8)

Erf may be expressed in terms of a Confluent Hypergeometric Function of the First Kind as
(9)

Erf is bounded by
(10)

Its Derivative is
(11)

where is a Hermite Polynomial. The first Derivative is
(12)

and the integral is
(13)


For , erf may be computed from

(14)
  
  
 (15)
  
 (16)
 (17)

(Acton 1990). For ,
 
 (18)

Using Integration by Parts gives
 
  
  
 (19)

so
(20)

and continuing the procedure gives the Asymptotic Series


(21)


A Complex generalization of is defined as

(22)
 (23)
 (24)

See also Dawson's Integral,Erfc, Erfi, Gaussian Integral, Normal Distribution Function, Probability Integral


References

Abramowitz, M. and Stegun, C. A. (Eds.). ``Error Function'' and ``Repeated Integrals of the Error Function.'' §7.1-7.2 in Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp. 297-300, 1972.

Acton, F. S. Numerical Methods That Work, 2nd printing. Washington, DC: Math. Assoc. Amer., p. 16, 1990.

Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 568-569, 1985.

Spanier, J. and Oldham, K. B. ``The Error Function and Its Complement .'' Ch. 40 in An Atlas of Functions. Washington, DC: Hemisphere, pp. 385-393, 1987.

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