Compute Q-Function for Gaussian Random Variables

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NotoriousNick
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How can I compute values for the Q-function:

Probability that a gaussian random variable with zero mean and some variance exceeds a particular value.



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Maybe if i mention error function someone will recognize?
 
  • #3
Look it up on a table of the Normal distribution comes to mind. But I'm sure there are calculators that will also do that.

A normal distribution table is here:
http://www.math.unb.ca/~knight/utility/NormTble.htm

Here's a site that does that automatically:
http://davidmlane.com/hyperstat/z_table.html
 
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FAQ: Compute Q-Function for Gaussian Random Variables

What is the Q-function for Gaussian random variables?

The Q-function is a mathematical function that is used to compute the probability of a random variable being greater than a certain value. In the case of Gaussian random variables, the Q-function is used to calculate the probability of a standard normal random variable being greater than a given value.

How is the Q-function calculated?

The Q-function is typically calculated using numerical methods or by using pre-computed tables. It can also be approximated using other mathematical functions, such as the complementary error function.

What is the relationship between the Q-function and the cumulative distribution function?

The Q-function is closely related to the cumulative distribution function (CDF) of a normal distribution. In fact, the Q-function is equal to 1 minus the CDF of a standard normal distribution. This means that the Q-function can be used to calculate the tail probabilities of a normal distribution.

Why is the Q-function important in statistics and engineering?

The Q-function is an important tool in statistics and engineering because it allows for the calculation of probabilities for normal random variables, which are commonly used in these fields. It is particularly useful in signal processing and communication systems.

Can the Q-function be extended to other probability distributions?

While the Q-function is most commonly used for Gaussian random variables, it can also be extended to other probability distributions, such as the Chi-square, Student's t, and F distributions. However, the exact form of the Q-function may differ for each distribution.

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