分类
互补误差函数 ,记为 erfc,在误差函数的基础上定义:
erfc
(
x
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=
1
−
erf
(
x
)
=
2
π
∫
x
∞
e
−
t
2
d
t
.
{\displaystyle {\mbox{erfc}}(x)=1-{\mbox{erf}}(x)={\frac {2}{\sqrt {\pi }}}\int _{x}^{\infty }e^{-t^{2}}\,\mathrm {d} t\,.}
虚误差函数 ,记为 erfi ,定义为:
erfi
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z
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=
−
i
erf
(
i
z
)
.
{\displaystyle \operatorname {erfi} (z)=-i\,\,\operatorname {erf} (i\,z).}
复误差函数 ,记为w (z ),也在误差函数的基础上定义:
w
(
z
)
=
e
−
z
2
erfc
(
−
i
z
)
.
{\displaystyle w(z)=e^{-z^{2}}{\textrm {erfc}}(-iz).}
词源
误差函数来自测度论 ,后来与测量 误差无关的其他领域也用到这一函数,但仍然使用误差函数这一名字。
误差函数与标准常态分布 的积分累积分布函数
Φ
{\displaystyle \Phi }
的关系为[ 2]
Φ
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x
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=
1
2
+
1
2
erf
(
x
2
)
.
{\displaystyle \Phi (x)={\frac {1}{2}}+{\frac {1}{2}}\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right).}
性质
误差函数是奇函数 :
erf
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−
z
)
=
−
erf
(
z
)
{\displaystyle \operatorname {erf} (-z)=-\operatorname {erf} (z)}
对于任何 复数 z :
erf
(
z
¯
)
=
erf
(
z
)
¯
{\displaystyle \operatorname {erf} ({\overline {z}})={\overline {\operatorname {erf} (z)}}}
其中
z
¯
{\displaystyle {\overline {z}}}
表示 z 的 复共轭 。
复平面上,函数 ƒ = exp(−z 2 ) 和 ƒ = erf(z ) 如图所示。粗绿线表示 Im(ƒ ) = 0,粗红线表示 Im(ƒ ) < 0, 粗蓝线为 Im(ƒ ) > 0。细绿线表示 Im(ƒ ) = constant,细红线表示 Re(ƒ ) = constant<0,细蓝线表示 Re(ƒ ) = constant>0。
在实轴上, z → ∞时,erf(z ) 趋于1,z → −∞时,erf(z ) 趋于−1 。在虚轴上, erf(z ) 趋于 ±i∞。
泰勒级数
误差函数是整函数 ,没有奇点(无穷远处除外),泰勒展开收敛。
误差函数泰勒级数:
erf
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=
2
π
∑
n
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0
∞
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−
1
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n
z
2
n
+
1
n
!
(
2
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=
2
π
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z
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z
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3
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z
5
10
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z
7
42
+
z
9
216
−
⋯
)
{\displaystyle \operatorname {erf} (z)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }{\frac {(-1)^{n}z^{2n+1}}{n!(2n+1)}}={\frac {2}{\sqrt {\pi }}}\left(z-{\frac {z^{3}}{3}}+{\frac {z^{5}}{10}}-{\frac {z^{7}}{42}}+{\frac {z^{9}}{216}}-\ \cdots \right)}
对每个复数 z 均成立。
上式可以用迭代形式表示:
erf
(
z
)
=
2
π
∑
n
=
0
∞
(
z
∏
k
=
1
n
−
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2
k
−
1
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z
2
k
(
2
k
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)
=
2
π
∑
n
=
0
∞
z
2
n
+
1
∏
k
=
1
n
−
z
2
k
{\displaystyle \operatorname {erf} (z)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }\left(z\prod _{k=1}^{n}{\frac {-(2k-1)z^{2}}{k(2k+1)}}\right)={\frac {2}{\sqrt {\pi }}}\sum _{n=0}^{\infty }{\frac {z}{2n+1}}\prod _{k=1}^{n}{\frac {-z^{2}}{k}}}
误差函数的导数 :
d
d
z
e
r
f
(
z
)
=
2
π
e
−
z
2
.
{\displaystyle {\frac {\rm {d}}{{\rm {d}}z}}\,\mathrm {erf} (z)={\frac {2}{\sqrt {\pi }}}\,e^{-z^{2}}.}
误差函数的 不定积分 为:
z
erf
(
z
)
+
e
−
z
2
π
{\displaystyle z\,\operatorname {erf} (z)+{\frac {e^{-z^{2}}}{\sqrt {\pi }}}}
逆函数
逆误差函数
逆误差函数 可由 麦克劳林级数 表示:
erf
−
1
(
z
)
=
∑
k
=
0
∞
c
k
2
k
+
1
(
π
2
z
)
2
k
+
1
,
{\displaystyle \operatorname {erf} ^{-1}(z)=\sum _{k=0}^{\infty }{\frac {c_{k}}{2k+1}}\left({\frac {\sqrt {\pi }}{2}}z\right)^{2k+1},\,\!}
其中, c 0 = 1 ,
c
k
=
∑
m
=
0
k
−
1
c
m
c
k
−
1
−
m
(
m
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2
m
+
1
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=
{
1
,
1
,
7
6
,
127
90
,
4369
2520
,
…
}
.
{\displaystyle c_{k}=\sum _{m=0}^{k-1}{\frac {c_{m}c_{k-1-m}}{(m+1)(2m+1)}}=\left\{1,1,{\frac {7}{6}},{\frac {127}{90}},{\frac {4369}{2520}},\ldots \right\}.}
即:
erf
−
1
(
z
)
=
1
2
π
(
z
+
π
12
z
3
+
7
π
2
480
z
5
+
127
π
3
40320
z
7
+
4369
π
4
5806080
z
9
+
34807
π
5
182476800
z
11
+
⋯
)
.
{\displaystyle \operatorname {erf} ^{-1}(z)={\tfrac {1}{2}}{\sqrt {\pi }}\left(z+{\frac {\pi }{12}}z^{3}+{\frac {7\pi ^{2}}{480}}z^{5}+{\frac {127\pi ^{3}}{40320}}z^{7}+{\frac {4369\pi ^{4}}{5806080}}z^{9}+{\frac {34807\pi ^{5}}{182476800}}z^{11}+\cdots \right).\ }
逆互补误差函数 定义为:
erfc
−
1
(
1
−
z
)
=
erf
−
1
(
z
)
.
{\displaystyle \operatorname {erfc} ^{-1}(1-z)=\operatorname {erf} ^{-1}(z).}
渐近展开
互补误差函数的渐近展开 ,
e
r
f
c
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)
=
e
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2
x
π
[
1
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∑
n
=
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∞
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−
1
)
n
1
⋅
3
⋅
5
⋯
(
2
n
−
1
)
(
2
x
2
)
n
]
=
e
−
x
2
x
π
∑
n
=
0
∞
(
−
1
)
n
(
2
n
−
1
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!
!
(
2
x
2
)
n
,
{\displaystyle \mathrm {erfc} (x)={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\left[1+\sum _{n=1}^{\infty }(-1)^{n}{\frac {1\cdot 3\cdot 5\cdots (2n-1)}{(2x^{2})^{n}}}\right]={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\sum _{n=0}^{\infty }(-1)^{n}{\frac {(2n-1)!!}{(2x^{2})^{n}}},\,}
其中 (2n – 1)!! 为 双阶乘 ,x 为实数,该级数对有限 x 发散。对于
N
∈
N
{\displaystyle N\in \mathbb {N} }
,有
e
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N
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n
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)
!
!
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x
2
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n
+
R
N
(
x
)
{\displaystyle \mathrm {erfc} (x)={\frac {e^{-x^{2}}}{x{\sqrt {\pi }}}}\sum _{n=0}^{N-1}(-1)^{n}{\frac {(2n-1)!!}{(2x^{2})^{n}}}+R_{N}(x)\,}
其中余项用以 大O符号 表示为
R
N
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x
)
=
O
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x
−
2
N
+
1
e
−
x
2
)
{\displaystyle R_{N}(x)=O(x^{-2N+1}e^{-x^{2}})}
as
x
→
∞
{\displaystyle x\to \infty }
.
余项的精确形式为:
R
N
(
x
)
:=
(
−
1
)
N
π
2
−
2
N
+
1
(
2
N
)
!
N
!
∫
x
∞
t
−
2
N
e
−
t
2
d
t
,
{\displaystyle R_{N}(x):={\frac {(-1)^{N}}{\sqrt {\pi }}}2^{-2N+1}{\frac {(2N)!}{N!}}\int _{x}^{\infty }t^{-2N}e^{-t^{2}}\,\mathrm {d} t,}
对于比较大的 x, 只需渐近展开中开始的几项就可以得到 erfc(x )很好的近似值。[ 注 3]
连分式展开
互补误差函数的连分式展开形式:[ 3]
e
r
f
c
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z
)
=
z
π
e
−
z
2
a
1
z
2
+
a
2
1
+
a
3
z
2
+
a
4
1
+
⋯
a
1
=
1
,
a
m
=
m
−
1
2
,
m
≥
2.
{\displaystyle \mathrm {erfc} (z)={\frac {z}{\sqrt {\pi }}}e^{-z^{2}}{\cfrac {a_{1}}{z^{2}+{\cfrac {a_{2}}{1+{\cfrac {a_{3}}{z^{2}+{\cfrac {a_{4}}{1+\dotsb }}}}}}}}\qquad a_{1}=1,\quad a_{m}={\frac {m-1}{2}},\quad m\geq 2.}
初等函数近似表达式
erf
(
x
)
≈
1
−
1
(
1
+
a
1
x
+
a
2
x
2
+
a
3
x
3
+
a
4
x
4
)
4
{\displaystyle \operatorname {erf} (x)\approx 1-{\frac {1}{(1+a_{1}x+a_{2}x^{2}+a_{3}x^{3}+a_{4}x^{4})^{4}}}}
(最大误差: 5·10−4 )
其中, a 1 = 0.278393, a 2 = 0.230389, a 3 = 0.000972, a 4 = 0.078108
erf
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x
)
≈
1
−
(
a
1
t
+
a
2
t
2
+
a
3
t
3
)
e
−
x
2
,
t
=
1
1
+
p
x
{\displaystyle \operatorname {erf} (x)\approx 1-(a_{1}t+a_{2}t^{2}+a_{3}t^{3})e^{-x^{2}},\quad t={\frac {1}{1+px}}}
(最大误差:2.5·10−5 )
其中, p = 0.47047, a 1 = 0.3480242, a 2 = −0.0958798, a 3 = 0.7478556
erf
(
x
)
≈
1
−
1
(
1
+
a
1
x
+
a
2
x
2
+
⋯
+
a
6
x
6
)
16
{\displaystyle \operatorname {erf} (x)\approx 1-{\frac {1}{(1+a_{1}x+a_{2}x^{2}+\cdots +a_{6}x^{6})^{16}}}}
(最大误差: 3·10−7 )
其中, a 1 = 0.0705230784, a 2 = 0.0422820123, a 3 = 0.0092705272, a 4 = 0.0001520143, a 5 = 0.0002765672, a 6 = 0.0000430638
erf
(
x
)
≈
1
−
(
a
1
t
+
a
2
t
2
+
⋯
+
a
5
t
5
)
e
−
x
2
,
t
=
1
1
+
p
x
{\displaystyle \operatorname {erf} (x)\approx 1-(a_{1}t+a_{2}t^{2}+\cdots +a_{5}t^{5})e^{-x^{2}},\quad t={\frac {1}{1+px}}}
(最大误差: 1.5·10−7 )
其中, p = 0.3275911, a 1 = 0.254829592, a 2 = −0.284496736, a 3 = 1.421413741, a 4 = −1.453152027, a 5 = 1.061405429
以上所有近似式适用范围是: x ≥ 0. 对于负的 x , 误差函数是奇函数这一性质得到误差函数的值, erf(x ) = −erf(−x ).
另有近似式:
erf
(
x
)
≈
sgn
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x
)
1
−
exp
(
−
x
2
4
/
π
+
a
x
2
1
+
a
x
2
)
{\displaystyle \operatorname {erf} (x)\approx \operatorname {sgn}(x){\sqrt {1-\exp \left(-x^{2}{\frac {4/\pi +ax^{2}}{1+ax^{2}}}\right)}}}
其中,
a
=
8
(
π
−
3
)
3
π
(
4
−
π
)
≈
0.140012.
{\displaystyle a={\frac {8(\pi -3)}{3\pi (4-\pi )}}\approx 0.140012.}
该近似式在0或无穷的邻域非常准确,x 整个定义域上,近似式最大误差小于0.00035,取 a ≈ 0.147 ,最大误差可减小到0.00012。[ 4]
逆误差函数近似式:
erf
−
1
(
x
)
≈
sgn
(
x
)
(
2
π
a
+
ln
(
1
−
x
2
)
2
)
2
−
ln
(
1
−
x
2
)
a
−
(
2
π
a
+
ln
(
1
−
x
2
)
2
)
.
{\displaystyle \operatorname {erf} ^{-1}(x)\approx \operatorname {sgn}(x){\sqrt {{\sqrt {\left({\frac {2}{\pi a}}+{\frac {\ln(1-x^{2})}{2}}\right)^{2}-{\frac {\ln(1-x^{2})}{a}}}}-\left({\frac {2}{\pi a}}+{\frac {\ln(1-x^{2})}{2}}\right)}}.}
数值近似
与其他函数的关系
误差函数本质上与标准正态累积分布函数
Φ
{\displaystyle \Phi }
是等价的,
Φ
(
x
)
=
1
2
π
∫
−
∞
x
e
−
t
2
2
d
t
=
1
2
[
1
+
erf
(
x
2
)
]
=
1
2
erfc
(
−
x
2
)
{\displaystyle \Phi (x)={\frac {1}{\sqrt {2\pi }}}\int _{-\infty }^{x}e^{\tfrac {-t^{2}}{2}}\,\mathrm {d} t={\frac {1}{2}}\left[1+\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right)\right]={\frac {1}{2}}\,\operatorname {erfc} \left(-{\frac {x}{\sqrt {2}}}\right)}
可整理为如下形式:
e
r
f
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=
2
Φ
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x
2
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−
1
e
r
f
c
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=
2
Φ
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−
x
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=
2
(
1
−
Φ
(
x
2
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)
.
{\displaystyle {\begin{aligned}\mathrm {erf} (x)&=2\Phi \left(x{\sqrt {2}}\right)-1\\\mathrm {erfc} (x)&=2\Phi \left(-x{\sqrt {2}}\right)=2\left(1-\Phi \left(x{\sqrt {2}}\right)\right).\end{aligned}}}
Φ
{\displaystyle \Phi }
的逆函数为正态分位函数 ,即概率单位 函数,
probit
(
p
)
=
Φ
−
1
(
p
)
=
2
erf
−
1
(
2
p
−
1
)
=
−
2
erfc
−
1
(
2
p
)
.
{\displaystyle \operatorname {probit} (p)=\Phi ^{-1}(p)={\sqrt {2}}\,\operatorname {erf} ^{-1}(2p-1)=-{\sqrt {2}}\,\operatorname {erfc} ^{-1}(2p).}
误差函数为标准常态分布的尾概率Q函数 的关系为,
Q
(
x
)
=
1
2
−
1
2
erf
(
x
2
)
=
1
2
erfc
(
x
2
)
.
{\displaystyle Q(x)={\frac {1}{2}}-{\frac {1}{2}}\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right)={\frac {1}{2}}\operatorname {erfc} \left({\frac {x}{\sqrt {2}}}\right).}
误差函数是米塔-列夫勒函数 的特例,可以表示为合流超几何函数 ,
e
r
f
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x
)
=
2
x
π
1
F
1
(
1
2
,
3
2
,
−
x
2
)
.
{\displaystyle \mathrm {erf} (x)={\frac {2x}{\sqrt {\pi }}}\,_{1}F_{1}\left({\tfrac {1}{2}},{\tfrac {3}{2}},-x^{2}\right).}
误差函数用正则Γ函数 P和 不完全Γ函数 表示为
erf
(
x
)
=
sgn
(
x
)
P
(
1
2
,
x
2
)
=
sgn
(
x
)
π
γ
(
1
2
,
x
2
)
.
{\displaystyle \operatorname {erf} (x)=\operatorname {sgn} (x)P\left({\tfrac {1}{2}},x^{2}\right)={\operatorname {sgn} (x) \over {\sqrt {\pi }}}\gamma \left({\tfrac {1}{2}},x^{2}\right).}
sgn
(
x
)
{\displaystyle \scriptstyle \operatorname {sgn} (x)\ }
为 符号函数 .
广义误差函数
广义误差函数图像 E n (x ): 灰线: E 1 (x ) = (1 − e −x )/
π
{\displaystyle \scriptstyle {\sqrt {\pi }}}
红线: E 2 (x ) = erf(x ) 绿线: E 3 (x ) 蓝线: E 4 (x ) 金线: E 5 (x ).
广义误差函数为:
E
n
(
x
)
=
n
!
π
∫
0
x
e
−
t
n
d
t
=
n
!
π
∑
p
=
0
∞
(
−
1
)
p
x
n
p
+
1
(
n
p
+
1
)
p
!
.
{\displaystyle E_{n}(x)={\frac {n!}{\sqrt {\pi }}}\int _{0}^{x}e^{-t^{n}}\,\mathrm {d} t={\frac {n!}{\sqrt {\pi }}}\sum _{p=0}^{\infty }(-1)^{p}{\frac {x^{np+1}}{(np+1)p!}}\,.}
其中,E 0 (x )为通过原点的直线,
E
0
(
x
)
=
x
e
π
{\displaystyle \scriptstyle E_{0}(x)={\frac {x}{e{\sqrt {\pi }}}}}
。E 2 (x ) 即为误差函数 erf(x )。
x > 0时,广义误差函数可以用Γ函数和 不完全Γ函数表示,
E
n
(
x
)
=
Γ
(
n
)
(
Γ
(
1
n
)
−
Γ
(
1
n
,
x
n
)
)
π
,
x
>
0.
{\displaystyle E_{n}(x)={\frac {\Gamma (n)\left(\Gamma \left({\frac {1}{n}}\right)-\Gamma \left({\frac {1}{n}},x^{n}\right)\right)}{\sqrt {\pi }}},\quad \quad x>0.\ }
因此,误差函数可以用不完全Γ函数表示为:
erf
(
x
)
=
1
−
Γ
(
1
2
,
x
2
)
π
.
{\displaystyle \operatorname {erf} (x)=1-{\frac {\Gamma \left({\frac {1}{2}},x^{2}\right)}{\sqrt {\pi }}}.\ }
互补误差函数的迭代积分
互补误差函数的迭代积分定义为:
i
n
erfc
(
z
)
=
∫
z
∞
i
n
−
1
erfc
(
ζ
)
d
ζ
.
{\displaystyle \mathrm {i} ^{n}\operatorname {erfc} \,(z)=\int _{z}^{\infty }\mathrm {i} ^{n-1}\operatorname {erfc} \,(\zeta )\;\mathrm {d} \zeta .\,}
可以展开成幂级数:
i
n
erfc
(
z
)
=
∑
j
=
0
∞
(
−
z
)
j
2
n
−
j
j
!
Γ
(
1
+
n
−
j
2
)
,
{\displaystyle \mathrm {i} ^{n}\operatorname {erfc} \,(z)=\sum _{j=0}^{\infty }{\frac {(-z)^{j}}{2^{n-j}j!\Gamma \left(1+{\frac {n-j}{2}}\right)}}\,,}
满足如下对称性质:
i
2
m
erfc
(
−
z
)
=
−
i
2
m
erfc
(
z
)
+
∑
q
=
0
m
z
2
q
2
2
(
m
−
q
)
−
1
(
2
q
)
!
(
m
−
q
)
!
{\displaystyle \mathrm {i} ^{2m}\operatorname {erfc} (-z)=-\mathrm {i} ^{2m}\operatorname {erfc} \,(z)+\sum _{q=0}^{m}{\frac {z^{2q}}{2^{2(m-q)-1}(2q)!(m-q)!}}}
和
i
2
m
+
1
erfc
(
−
z
)
=
i
2
m
+
1
erfc
(
z
)
+
∑
q
=
0
m
z
2
q
+
1
2
2
(
m
−
q
)
−
1
(
2
q
+
1
)
!
(
m
−
q
)
!
.
{\displaystyle \mathrm {i} ^{2m+1}\operatorname {erfc} (-z)=\mathrm {i} ^{2m+1}\operatorname {erfc} \,(z)+\sum _{q=0}^{m}{\frac {z^{2q+1}}{2^{2(m-q)-1}(2q+1)!(m-q)!}}\,.}
函数表
x
erf(x)
erfc(x)
x
erf(x)
erfc(x)
0.00
0.0000000
1.0000000
1.30
0.9340079
0.0659921
0.05
0.0563720
0.9436280
1.40
0.9522851
0.0477149
0.10
0.1124629
0.8875371
1.50
0.9661051
0.0338949
0.15
0.1679960
0.8320040
1.60
0.9763484
0.0236516
0.20
0.2227026
0.7772974
1.70
0.9837905
0.0162095
0.25
0.2763264
0.7236736
1.80
0.9890905
0.0109095
0.30
0.3286268
0.6713732
1.90
0.9927904
0.0072096
0.35
0.3793821
0.6206179
2.00
0.9953223
0.0046777
0.40
0.4283924
0.5716076
2.10
0.9970205
0.0029795
0.45
0.4754817
0.5245183
2.20
0.9981372
0.0018628
0.50
0.5204999
0.4795001
2.30
0.9988568
0.0011432
0.55
0.5633234
0.4366766
2.40
0.9993115
0.0006885
0.60
0.6038561
0.3961439
2.50
0.9995930
0.0004070
0.65
0.6420293
0.3579707
2.60
0.9997640
0.0002360
0.70
0.6778012
0.3221988
2.70
0.9998657
0.0001343
0.75
0.7111556
0.2888444
2.80
0.9999250
0.0000750
0.80
0.7421010
0.2578990
2.90
0.9999589
0.0000411
0.85
0.7706681
0.2293319
3.00
0.9999779
0.0000221
0.90
0.7969082
0.2030918
3.10
0.9999884
0.0000116
0.95
0.8208908
0.1791092
3.20
0.9999940
0.0000060
1.00
0.8427008
0.1572992
3.30
0.9999969
0.0000031
1.10
0.8802051
0.1197949
3.40
0.9999985
0.0000015
1.20
0.9103140
0.0896860
3.50
0.9999993
0.0000007
x
erfc(x)/2
1
7.86496e−2
2
2.33887e−3
3
1.10452e−5
4
7.70863e−9
5
7.6873e−13
6
1.07599e−17
7
2.09191e−23
8
5.61215e−30
9
2.06852e−37
10
1.04424e−45
11
7.20433e−55
12
6.78131e−65
13
8.69779e−76
14
1.51861e−87
15
3.6065e−100
16
1.16424e−113
17
5.10614e−128
18
3.04118e−143
19
2.45886e−159
20
2.69793e−176
21
4.01623e−194
22
8.10953e−213
23
2.22063e−232
24
8.24491e−253
25
4.15009e−274
26
2.8316e−296
27
2.61855e−319
注释
参见
参考文献
^ Andrews, Larry C.; Special functions of mathematics for engineers (页面存档备份 ,存于互联网档案馆 )
^ 2.0 2.1 Greene, William H.; Econometric Analysis (fifth edition), Prentice-Hall, 1993, p. 926, fn. 11
^ Cuyt, Annie A. M.; Petersen, Vigdis B.; Verdonk, Brigitte; Waadeland, Haakon; Jones, William B. Handbook of Continued Fractions for Special Functions. Springer-Verlag . 2008. ISBN 978-1-4020-6948-2 .
^ Winitzki, Sergei. A handy approximation for the error function and its inverse (PDF) . 6 February 2008 [2011-10-03 ] . [永久失效链接 ]
^ Numerical Recipes in Fortran 77: The Art of Scientific Computing (ISBN 978-0-521-43064-7 ), 1992, page 214, Cambridge University Press.
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