error function
The error function

is defined as follows:
The complementary error function
is defined as
The name “error function” comes from the role that these functions![]()
play in the theory of the normal random variable. It is also worth noting that the error function is a special case of the confluent hypergeometric functions and of the Mittag-Leffler function

![]()
.
Note. By Cauchy integral theorem (http://planetmath.org/SecondFormOfCauchyIntegralTheorem), the choice path of integration in the definition of is irrelevant since the integrand is an entire function![]()
. In the definition of , the path may be taken to be a half-line parallel to the positive real axis with endpoint .