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The Gaussian probability density function with mean = 0 and variance =1 is
The error function erf(x) is defined as:
Note that erf(0) = 0.5, and that erf(∞)=1.
The complimentary error function erfc(x) is defined as:
The following graph illustrates the region of the normal curve that is being integrated.
The error in the approximation is about 2% for x=3, and 1% for x=4, and gets progressively better with
larger values of x.
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