Fifth, the probability integral (error function)
[Probability integral definition and series expression]
Probability Integral (or error function)
I probability integral (or error function)
Normal probability integral
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Called Kummer function)
[Probability integral asymptotic expression]
If the series before
and term it as
an approximation, the error
When
time is a real number, the error does not exceed the absolute value of the first item in the series omitted.
When
when
.