You are on page 1of 1

Last version available at www.eng.tau.ac.

il/∼jo/teaching

Q function and error function


We first note that
Z ∞ Z ∞ r
−x2 √ − ax2
2 2π
e dx = π ; e dx =
−∞ −∞ a

For our needs in Digital Communication course, we define:


Z ∞
1 x2
e−

Q(α)= √ 2 dx
2π α

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

1
Q(−∞) = 1 ; Q(0) = ; Q(∞) = 0 ; Q(−x) = 1 − Q(x)
2

Known bounds (valid for x > 0):


µ ¶
1 1 2 1 2
√ 1 − 2 e−x /2 < Q(x) < √ e−x /2
2πx x 2πx
1 −x2 /2
Q(x) ≤ e
2

Matlab does not have a build-in function for Q(·). Instead, we use its erf function:
Z α
2 2
e−x dx

erf(α)= √
π 0

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

erf(0) = 0 ; erf(∞) = 1

The relations between the two functions are


µ ¶ √
1 1 α
Q(α) = − erf √ ; erf(α) = 1 − 2Q( 2α)
2 2 2

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


µ ¶
x−µ
Pr{X > x} = Q
σ

Now, if we want to know the probability of X to be away from its expectation µ by at least a
(either to the left or to the right) we have:
µ ¶
a
Pr{X > µ + a} = Pr{X < µ − a} = Q
σ

The probability to be away from the center where we don’t matter in which direction is 2 · Q( σa ).

This version compiled on April 6, 2006

You might also like