Beruflich Dokumente
Kultur Dokumente
il/jo/teaching
ex dx =
ax2 2
dx =
2 a
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)
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( ).