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Error Function Distribution


A normal distribution with mean 0,

 P(x)=h/(sqrt(pi))e^(-h^2x^2).
(1)

The characteristic function is

 phi(t)=e^(-t^2/(4h^2)).
(2)

The mean, variance, skewness, and kurtosis excess are

mu=0
(3)
sigma^2=1/(2h^2)
(4)
gamma_1=0
(5)
gamma_2=0.
(6)

The cumulants are

kappa_1=0
(7)
kappa_2=1/(2h^2)
(8)
kappa_n=0
(9)

for n>=3.


See also

Normal Distribution

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Cite this as:

Weisstein, Eric W. "Error Function Distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ErrorFunctionDistribution.html

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