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Q-function : ウィキペディア英語版
Q-function

In statistics, the Q-function is the tail probability of the standard normal distribution \phi(x).〔(The Q-function ), from cnx.org〕〔(Basic properties of the Q-function )〕 In other words, ''Q''(''x'') is the probability that a normal (Gaussian) random variable will obtain a value larger than ''x'' standard deviations above the mean.
If the underlying random variable is y, then the proper argument to the tail probability is derived as:
:x=\frac
which expresses the number of standard deviations away from the mean.
Other definitions of the ''Q''-function, all of which are simple transformations of the normal cumulative distribution function, are also used occasionally.〔(Normal Distribution Function - from Wolfram MathWorld )〕
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.
== Definition and basic properties ==
Formally, the ''Q''-function is defined as
:Q(x) = \frac\right) \, du.
Thus,
:Q(x) = 1 - Q(-x) = 1 - \Phi(x)\,\!,
where \Phi(x) is the cumulative distribution function of the normal Gaussian distribution.
The ''Q''-function can be expressed in terms of the error function, or the complementary error function, as〔
:
\begin
Q(x) &=\frac\left( \frac}^\infty \exp\left(-t^2\right) \, dt \right)\\
&= \frac - \frac \operatorname \left( \frac\\
&= \frac\operatorname \left(\frac

An alternative form of the ''Q''-function known as Craig's formula, after its discoverer, is expressed as:〔(John W. Craig, ''A new, simple and exact result for calculating the probability of error for two-dimensional signal constellaions'', Proc. 1991 IEEE Military Commun. Conf., vol. 2, pp. 571–575. )〕
:Q(x) = \frac \int_0^} \exp \left( - \frac \right) d\theta.
This expression is valid only for positive values of ''x'', but it can be used in conjunction with ''Q''(''x'') = 1 − ''Q''(−''x'') to obtain ''Q''(''x'') for negative values. This form is advantageous in that the range of integration is finite.
*The ''Q''-function is not an elementary function. However, the bounds
::\left (\frac \right ) \phi(x) < Q(x) < \frac, \qquad x>0,
:become increasingly tight for large ''x'', and are often useful.
:Using the substitution ''v'' =''u''2/2, the upper bound is derived as follows:
::Q(x) =\int_x^\infty\phi(u)\,du <\int_x^\infty\frac ux\phi(u)\,du =\int_}^\infty\frac}\,dv=-\biggl.\frac}\biggr|_}^\infty=\frac.
:Similarly, using \phi'(u) = - u \phi(u) and the quotient rule,
::\left(1+\frac1\right)Q(x) =\int_x^\infty \left(1+\frac1\right)\phi(u)\,du >\int_x^\infty \left(1+\frac1\right)\phi(u)\,du =-\biggl.\fracu\biggr|_x^\infty
=\fracx.
:Solving for ''Q''(''x'') provides the lower bound.
*The Chernoff bound of the ''Q''-function is
::Q(x)\leq e^}, \qquad x>0
*Improved exponential bounds and a pure exponential approximation are 〔(Chiani, M., Dardari, D., Simon, M.K. (2003). ''New Exponential Bounds and Approximations for the Computation of Error Probability in Fading Channels''. IEEE Transactions on Wireless Communications, 4(2), 840–845, doi=10.1109/TWC.2003.814350. )〕
::Q(x)\leq \tfrace^+\tfrace^} \leq \tfrace^}, \qquad x>0
:: Q(x)\approx \frace^}+\frace^ x^2}, \qquad x>0
*A tight approximation of Q(x) for x \in is minimized by evaluating
: \ = \underset \frac \int_0^R | f(x; A, B) - \operatorname(x) |dx.
: Using R = 20 and numerically integrating, they found the minimum error occurred when \ = \, which gave a good approximation for \forall x \ge 0.
: Substituting these values and using the relationship between Q(x) and \operatorname(x) from above gives
: Q(x)\approx\frac}}}, x \ge 0.
Inverse ''Q''
The inverse ''Q''-function can be trivially related to the inverse error function:
:Q^(x) = \sqrt\ \mathrm^(1-2x)

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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