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Q function and error function


We rst note that

ex dx =

ax2 2

dx =

2 a

For our needs in Digital Communication course, we dene: 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()=

ex dx

Note that erf function is dened over [0, ) only, and erf(0) = 0 ; erf() = 1

The relations between the two functions are Q() = 1 1 erf 2 2 2 ; erf() = 1 2Q( 2)

If we have a normal variable X N (, 2 ), the probability that X > x is Pr{X > x} = Q x

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 a

a The probability to be away from the center where we dont matter in which direction is 2 Q( ).

This version compiled on April 6, 2006