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Q function and error function

We first note that
Z

x2

dx =

ax2

2
a

dx =

For our needs in Digital Communication course, we define:

1
Q()=
2

x2
2

dx

The Q() function is monotonically decreasing. Some features:

Q() = 1

Q(0) =

1
2

Q() = 0

Q(x) = 1 Q(x)

Known bounds (valid for x > 0):

1
1
1
2
2

1 2 ex /2 < Q(x) <

ex /2
x
2x
2x
1 x2 /2
Q(x) e
2
Matlab does not have a build-in function for Q(). Instead, we use its erf function:
2
erf()=

Z
0

ex dx

Note that erf function is defined over [0, ) only, and

erf(0) = 0

erf() = 1

The relations between the two functions are

1 1

Q() = erf
2 2
2

erf() = 1 2Q( 2)

If we have a normal variable X N (, 2 ), the probability that X > x is

x
Pr{X > x} = Q

Now, if we want to know the probability of X to be away from its expectation by at least a
(either to the left or to the right) we have:

Pr{X > + a} = Pr{X < a} = Q

The probability to be away from the center where we dont matter in which direction is 2 Q( a ).
This version compiled on April 6, 2006