Function rgsl::error::erf_Q_e[][src]

pub fn erf_Q_e(x: f64) -> (Value, Result)
Expand description

This routine computes the upper tail of the Gaussian probability function Q(x) = (1/\sqrt{2\pi}) \int_x^\infty dt \exp(-t^2/2).

The hazard function for the normal distribution, also known as the inverse Mills’ ratio, is defined as,

h(x) = Z(x)/Q(x) = \sqrt{2/\pi} \exp(-x^2 / 2) / \erfc(x/\sqrt 2)

It decreases rapidly as x approaches -\infty and asymptotes to h(x) \sim x as x approaches +\infty.