ERFCINV

Purpose:

Returns the inverse complementary error function.

Syntax:

ERFCINV(y)

y

-

A real or series.

Returns:

A real or series, the inverse complementary error function x where y = erfc(x) for 0 <= y <= 2 and -∞ <= x <= .

Example:

erfcinv(.2)

 

returns 0.90619381, the inverse complementary error function of 0.2.

Example:

erfc(erfcinv(.2))

 

returns 0.2, indicating that ERFC and ERFCINV are inverse functions.

Example:

erfcinv(0..0.01..2);

xlabel("x");ylabel("erfcinv(x)");label("Inverse Complementary Error Function");

 

returns 201 samples of erfcinv(x).

Remarks:

ERFCINV uses the built-in INVPROBN function to find the z value for a given probability value of a normal distribution.

 

erfc(erfcinv(x)) == x

 

erfcinv(x) == -invprobn(x/2) / sqrt(2)

See Also:

ERF

ERFC

ERFCX

ERFI

ERFINV

FADDEEVA

INVPROBN

PROBN