Probability Integral

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Probability Integral

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The classical form (still widely used in engineering work) of the definite integral of the special normal distribution for which the mean μ = 0 and standard deviation σ = 1/21/2. Geometrically, the probability integral equals the area under this density curve between -z and z , where z is an arbitrary positive number. Often denoted by the symbol erf z (read error function of z ) the probability integral is defined thus:

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Also called error function, erf. [[/a>|/a> ]]

References

This article is based on NASA's Dictionary of Technical Terms for Aerospace Use