Q-function
Q-function
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Q-function

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Q-function

In statistics, the Q-function is the tail distribution function of the standard normal distribution. In other words, is the probability that a normal (Gaussian) random variable will obtain a value larger than standard deviations. Equivalently, is the probability that a standard normal random variable takes a value larger than .

If is a Gaussian random variable with mean and variance , then is standard normal and

where .

Other definitions of the Q-function, all of which are simple transformations of the normal cumulative distribution function, are also used occasionally.

Because of its relation to the cumulative distribution function of the normal distribution, the Q-function can also be expressed in terms of the error function, which is an important function in applied mathematics and physics.

Formally, the Q-function is defined as

Thus,

where is the cumulative distribution function of the standard normal Gaussian distribution.

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