ERF Function

Returns the value of the (normal) error function.

Category:

Mathematical

Syntax

ERF(argument)

Required Argument

argument

specifies a numeric constant, variable, or expression.

Details

The ERF function returns the integral, given by

\begin{matrix} E R F (x) = \frac{2}{\sqrt[]{π}} \int_{0}^{x} ε^{{- z}^{2}} d z \end{matrix}

Example

You can use the ERF function to find the probability (p) that a normally distributed random variable with mean 0 and standard deviation will take on a value less than X. For example, the quantity that is given by the following statement is equivalent to PROBNORM(X):

p=.5+.5*erf(x/sqrt(2));

The following SAS statements produce these results.

SAS Statement	Result
y=erf(1.0);	0.8427007929
y=erf(-1.0);	-0.842700793

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