Error function (erf) and related functions.
the error function (also called the Gauss error function), often denoted by erf, is a complex function of a complex variable defined as:
erf (z) = 2/√π * \int e^(-t²) dt from 0 to z
This integral is a special (non-elementary) sigmoid function that occurs often in probability, statistics, and partial differential equations. In many of these applications, the function argument is a real number. If the function argument is real, then the function value is also real.
In statistics, for non-negative values of x, the error function has the following interpretation: for a random variable Y that is normally distributed with mean 0 and standard deviation
1/√2 , erf x is the probability that Y falls in the range [−x, x].