Appendix F

Error Function and

Related Functions

The pdf of a Gaussian or normal random variable X is given by:

  2 
1 x − ηX
fX (x) =
exp − , (F.1)
2π σX2 2σX2

where σX2 and ηX denote the variance and mean of X, respectively. We may write X ∈ N (ηX , σX2 ),
where N (ηX , σX2 ) denotes the set of Gaussian random variables having the same mean value and
variance as X. A random variable N ∈ N (0, 1) is called a standard normal variable and its pdf is
given by:  2
1 n
fN (n) = √ exp − . (F.2)
2π 2

It is easy to prove that any X ∈ N (ηX , σX2 ) can be expressed as a linear transformation of a standard
normal variable N ; in particular, we have that:

X = σX N + ηX , (F.3)

so that:  
1 x − ηX
fX (x) = f . (F.4)
σX N σX

Unfortunately, a closed-form expression for the distribution function FX (x) of X ∈ N (ηX , σX2 ) does
not exist. However, FX (x) can be expressed as:
 
x − ηX
FX (x) =  , (F.5)
σX
where  x  
1 n2
(x)
√ exp dn (F.6)
2π −∞ 2

Wireless Communications: Algorithmic Techniques, First Edition.

Giorgio M. Vitetta, Desmond P. Taylor, Giulio Colavolpe, Fabrizio Pancaldi, Philippa A. Martin.
 2013 John Wiley & Sons, Ltd. Published 2013 by John Wiley & Sons, Ltd.
626 Appendix F

denotes the distribution function of a standard normal variable, or as:

 
x − ηX
FX (x) = 1 − Q , (F.7)
σX
where  +∞  2
n
Q(x)
1 − (x) = exp − dn. (F.8)
x 2
Then the probability that X takes on values in the interval [a, b] can be evaluated as:
   
b − ηX a − ηX
Pr{a ≤ X ≤ b} =  −
σX σX
   
a − ηX b − ηX
=Q −Q . (F.9)
σX σX
The latter result illustrates the importance of estimating the function (·) or, equivalently, Q(·). Note,
however, that, other related functions, such as the error function:
 x
2
erf (x)
√ exp (−θ 2 ) dθ (F.10)
π 0
or the complementary error function:
 ∞
2
erfc (x)
1 − erf(x) = √ exp (−θ 2 ) dθ, (F.11)
π x

can be used in place of (·) in (F.6) and Q(·) in (F.8) for the evaluation of the RHS of (F.9). In fact,
it is easy to show that:  
1 1 x
(x) = + erf √ (F.12)
2 2 2

2.0
erfc (x)

1.5

Q (x)
1.0

0.5
Φ (x)
0.0

−0.5 erf (x)

−1.0

−5 −4 −3 −2 −1 0 1 2 3 4 5
x

Figure F.1 The functions (x), erf(x), erfc(x) and Q(x).

Appendix F 627

and  
1 x
Q(x) = erfc √ . (F.13)
2 2
Figure F.1 shows the behavior of the functions (x), erf(x), erfc(x) and Q(x); note that erf(x) exhibits
antisymmetric behavior around the origin.
Various numerical methods have been developed for the efficient evaluation of the error and Q(·)
functions (e.g., see [1850, 2078–2081]). These functions are tabulated and are often available as
built-in functions in mathematical software. In addition, various bounds have been derived for erfc(x)
(or, equivalently, for Q(·)). Here, we mention the exponential-type bound [321]:

erfc(x) ≤ exp (−x 2 ), (F.14)

which holds for x ≥ 0. This is equivalent to (see (F.13)):

 2
1 x
Q(x) ≤ exp − , (F.15)
2 2
which also holds for x ≥ 0. Other useful bounds on the Q(·) function can be found in [1850, 1851,
2082]. Finally, it is worth mentioning that the bounds proposed in [1851, 2082] are based on the
formula:   
1 π/2 x2
Q(x) = exp − dθ, (F.16)
π 0 2sin2 (θ)
which is known as the Craig form or representation of the Q(·) function itself [2083].