probability functions

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1: 7.1 Special Notation

… ►The notations $P(z)$, $Q(z)$, and $\mathrm{\Phi }(z)$ are used in mathematical statistics, where these functions are called the normal or Gaussian probability functions.

2: 12.7 Relations to Other Functions

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§12.7(ii) Error Functions, Dawson’s Integral, and Probability Function

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12.7.7 $$U(n+\frac{1}{2},z)={\mathrm{e}}^{\frac{1}{4}{z}^2}{\mathrm{𝐻ℎ}}_n\left(z\right)=\sqrt{\pi }{\mathrm{\hspace{0.17em}2}}^{\frac{1}{2}(n-1)}{\mathrm{e}}^{\frac{1}{4}{z}^2}{\mathrm{i}}^n\mathrm{erfc}\left(z/\sqrt{2}\right),$$ $n=-1,0,1,\mathrm{\dots }$.

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Symbols:

${\mathrm{𝐻ℎ}}_n\left(z\right)$: probability function, $\pi$: the ratio of the circumference of a circle to its diameter, $\mathrm{e}$: base of natural logarithm, $U(a,z)$: parabolic cylinder function, ${\mathrm{i}}^n\mathrm{erfc}\left(z\right)$: repeated integrals of the complementary error function, $z$: complex variable and $n$: nonnegative integer

Referenced by:

§12.7(ii)

Permalink:

http://dlmf.nist.gov/12.7.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §12.7(ii), §12.7 and Ch.12

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3: 7.18 Repeated Integrals of the Complementary Error Function

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Probability Functions

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7.18.12 $${\mathrm{i}}^n\mathrm{erfc}\left(z\right)=\frac{1}{\sqrt{2^{n-1}\pi }}{\mathrm{𝐻ℎ}}_n\left(\sqrt{2}z\right).$$

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Defines:

${\mathrm{𝐻ℎ}}_n\left(z\right)$: probability function

Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, ${\mathrm{i}}^n\mathrm{erfc}\left(z\right)$: repeated integrals of the complementary error function, $z$: complex variable and $n$: nonnegative integer

A&S Ref:

7.2.10

Referenced by:

§12.7(ii)

Permalink:

http://dlmf.nist.gov/7.18.E12

Encodings:

pMML, png, TeX

See also:

Annotations for §7.18(iv), §7.18(iv), §7.18 and Ch.7

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4: Bibliography H

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Certain integrals that contain a probability function and degenerate hypergeometric functions. Bul. Akad. S̆tiince RSS Moldoven 1969 (2), pp. 40–47 (Russian).

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External Links:

MathReview (Wazir Hasan Abdi)

Referenced by:

§7.14(iii).

Encodings:

BibTeX

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Some integrals that contain a probability function and hypergeometric functions. Bul. Akad. Štiince RSS Moldoven 1970 (1), pp. 49–62 (Russian).

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External Links:

MathReview (R. G. Langebartel)

Referenced by:

§7.14(iii).

Encodings:

BibTeX

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Certain integrals that contain a probability function. Bul. Akad. Štiince RSS Moldoven. 1975 (2), pp. 86–88, 95 (Russian).

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External Links:

MathReview (C. Tanaka)

Referenced by:

§7.14(iii).

Encodings:

BibTeX

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Expansions for the probability function in series of Čebyšev polynomials and Bessel functions. Bul. Akad. Štiince RSS Moldoven. 1976 (1), pp. 77–80, 96 (Russian).

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External Links:

MathReview (V. L. Makarov)

Referenced by:

§7.14(iii).

Encodings:

BibTeX

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Sums with cylindrical functions that reduce to the probability function and to related functions. Bul. Akad. Shtiintse RSS Moldoven. 1978 (3), pp. 80–84, 95 (Russian).

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External Links:

MathReview (M. Lawrence Glasser)

Referenced by:

§7.14(iii).

Encodings:

BibTeX

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5: 35.9 Applications

… ►In multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument ${}_p{}^{}F_q^{}$, with $p\le 2$ and $q\le 1$. … ►In chemistry, Wei and Eichinger (1993) expresses the probability density functions of macromolecules in terms of generalized hypergeometric functions of matrix argument, and develop asymptotic approximations for these density functions. …

6: 7.20 Mathematical Applications

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7.20.1 $$\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\mathrm{\infty }}^x{\mathrm{e}}^{-{(t-m)}^2/(2{\sigma }^2)}dt=\frac{1}{2}\mathrm{erfc}\left(\frac{m-x}{\sigma \sqrt{2}}\right)=Q\left(\frac{m-x}{\sigma }\right)=P\left(\frac{x-m}{\sigma }\right).$$

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Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $\mathrm{erfc}z$: complementary error function, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral, $x$: real variable, $m$: mean and $\sigma$: standard deviation

A&S Ref:

7.1.22 (slightly modified)

Permalink:

http://dlmf.nist.gov/7.20.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §7.20(iii), §7.20 and Ch.7

►For applications in statistics and probability theory, also for the role of the normal distribution functions (the error functions and probability integrals) in the asymptotics of arbitrary probability density functions, see Johnson et al. (1994, Chapter 13) and Patel and Read (1982, Chapters 2 and 3).

7: Donald St. P. Richards

… ►Richards has published numerous papers on special functions of matrix argument, harmonic analysis, multivariate statistical analysis, probability inequalities, and applied probability. …

8: Bibliography C

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Notes:

This library treats about 180 different mathematical functions, including a substantial collection of probability integrals, Bessel functions, and higher transcendental functions. Implementations in single, double, and quad precisions are provided. See Moshier (1989).

External Links:

GAMS (package CEPHES)

Referenced by:

§ ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index.

Encodings:

BibTeX

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9: 8.23 Statistical Applications

… ►The functions $P(a,x)$ and $Q(a,x)$ are used extensively in statistics as the probability integrals of the gamma distribution; see Johnson et al. (1994, pp. 337–414). …

10: Bibliography M

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Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I. The equal-means case. J. Multivariate Anal. 77 (1), pp. 21–53.

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External Links:

ISSN 0047-259X, Document, MathReview (Peter A. Lachenbruch), ZentralBlatt

Referenced by:

§35.9.

Encodings:

BibTeX

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Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II. The heterogeneous case. J. Multivariate Anal. 82 (2), pp. 299–330.

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External Links:

ISSN 0047-259X, Document, MathReview (Peter A. Lachenbruch), ZentralBlatt

Referenced by:

§35.9.

Encodings:

BibTeX

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