Difference between revisions of "Applets:Complementary Gaussian Error Functions"

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==Programmbeschreibung==
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 +
 
 +
==Applet Description==
 +
<br>
 +
This applet allows the calculation and graphical representation of the (complementary) Gaussian error functions&nbsp; ${\rm Q}(x)$&nbsp; and &nbsp;$1/2\cdot {\rm erfc}(x)$, which are of great importance for error probability calculation.
 +
*Both the abscissa and the function value can be represented either linearly or logarithmically.
 +
*For both functions an upper bound&nbsp; $\rm (UB)$&nbsp; and a lower bound&nbsp; $\rm (LB)$&nbsp; are given.
 +
 
 +
==Theoretical Background==
 +
<br>
 +
In the study of digital transmission systems, it is often necessary to determine the probability that a (zero mean) Gaussian distributed random variable&nbsp; $x$&nbsp; with variance&nbsp; $σ^2$&nbsp; exceeds a given value&nbsp; $x_0$.&nbsp; For this probability holds:
 +
:$${\rm Pr}(x > x_0)={\rm Q}(\frac{x_0}{\sigma}) = 1/2 \cdot {\rm erfc}(\frac{x_0}{\sqrt{2} \cdot \sigma}).$$
 +
 
 +
===The function ${\rm Q}(x )$===
 +
 
 +
The function&nbsp; ${\rm Q}(x)$&nbsp; is called the&nbsp; '''complementary Gaussian error integral'''.&nbsp; The following calculation rule applies:
 +
:$${\rm Q}(x ) = \frac{1}{\sqrt{2\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}/\hspace{0.05cm} 2}\,{\rm d} u .$$
 +
*This integral cannot be solved analytically and must be taken from tables if one does not have this applet available.
 +
*Specially for larger&nbsp; $x$&nbsp; values&nbsp; (i.e., for small error probabilities), the bounds given below provide a useful estimate for&nbsp; ${\rm Q}(x)$, which can also be calculated without tables.
 +
*An upper bound&nbsp; $\rm  (UB)$&nbsp; of this function is:
 +
:$${\rm Q}_{\rm UB}(x )=\text{Upper Bound }\big [{\rm Q}(x ) \big ] = \frac{ 1}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{- x^{2}/\hspace{0.05cm}2} > {\rm Q}(x).$$
 +
*Correspondingly, for the lower bound&nbsp; $\rm  (LB)$:
 +
:$${\rm Q}_{\rm LB}(x )=\text{Lower Bound }\big [{\rm Q}(x ) \big ] =\frac{1-1/x^2}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{-x^ 2/\hspace{0.05cm}2} ={\rm Q}_{\rm UB}(x ) \cdot (1-1/x^2)< {\rm Q}(x).$$
 +
 
 +
However, in many program libraries, the function&nbsp; ${\rm Q}(x )$&nbsp; cannot be found.
 
<br>
 
<br>
Dieses Applet ermöglicht die Berechnung und graphische Darstellung
 
*der Wahrscheinlichkeiten ${\rm Pr}(z=\mu)$ einer diskreten Zufallsgröße $z \in \{\mu \} =  \{0, 1, 2, 3, \text{...} \}$, welche die ''Wahrscheinlichkeitsdichtefunktion'' (WDF) &ndash; im Englischen ''Probability Density Function'' (PDF) &ndash; der Zufallsgröße $z$ bestimmen &ndash; hier Darstellung mit Diracfunktionen ${\rm \delta}( z-\mu)$:
 
:$$f_{z}(z)=\sum_{\mu=1}^{M}{\rm Pr}(z=\mu)\cdot {\rm \delta}( z-\mu),$$
 
*der Wahrscheinlichkeiten ${\rm Pr}(z \le \mu)$ der Verteilungsfunktion (VTF)  &ndash; im Englischen ''Cumulative Distribution Function'' (CDF):
 
:$$F_{z}(\mu)={\rm Pr}(z\le\mu).$$
 
  
 +
===The function $1/2 \cdot {\rm erfc}(x )$===
 +
 +
On the other hand, in almost all program libraries, you can find the&nbsp; '''complementary Gaussian error function''':
 +
:$${\rm erfc}(x) = \frac{2}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u ,$$
 +
which is related to&nbsp; ${\rm Q}(x)$&nbsp; as follows: &nbsp; ${\rm Q}(x)=1/2\cdot {\rm erfc}(x/{\sqrt{2}}).$
 +
*Since in almost all applications this function is used with the factor&nbsp; $1/2$, in this applet exactly this function was realized:
 +
:$$1/2 \cdot{\rm erfc}(x) = \frac{1}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u .$$
  
Als diskrete Verteilungen stehen in zwei Parametersätzen zur Auswahl:
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*Once again, an upper and lower bound can be specified for this function:  
* die Binomialverteilung mit den Parametern $I$ und $p$ &nbsp; &rArr; &nbsp; $z \in  \{0, 1, \text{...} \ , I \}$ &nbsp; &rArr; &nbsp; $M = I+1$ mögliche Werte,
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:$$\text{Upper Bound }\big [1/2 \cdot{\rm erfc}(x) \big ] = \frac{ 1}{\sqrt{\pi}\cdot 2x}\cdot {\rm e}^{- x^{2}} ,$$
*die Poissonverteilung mit Parameter $\lambda$ &nbsp; &rArr; &nbsp; $z \in  \{0, 1, 2, 3, \text{...}\}$ &nbsp; &rArr; &nbsp; $M \to \infty$.
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:$$\text{Lower Bound }\big [1/2 \cdot{\rm erfc}(x) \big ] = \frac{ {1-1/(2x^2)}}{\sqrt{\pi}\cdot 2x}\cdot {\rm e}^{- x^{2}} .$$
  
 +
===When which function offers advantages?===
  
In der Versuchsdurchführung sollen Sie miteinander vergleichen:
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{{GreyBox|TEXT= 
* je zwei Binomialverteilungen mit unterschiedlichen Parameterwerten $I$ und $p$,  
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$\text{Example 1:}$&nbsp; We consider binary baseband transmission. Here, the bit error probability&nbsp; $p_{\rm B} = {\rm Q}({s_0}/{\sigma_d})$, where the useful signal can take the values&nbsp; $\pm s_0$&nbsp; and the noise root-mean-square value&nbsp; $\sigma_d$&nbsp;.
* je zwei Poissonverteilungen mit unterschiedlicher Rate $\lambda$,
 
*jeweils eine Binomial&ndash; und eine Poissonverteilung.
 
  
 +
It is assumed that tables are available listing the argument of the two Gaussian error functions at distance&nbsp; $0.1$.&nbsp;  With&nbsp; $s_0/\sigma_d = 4$&nbsp; one obtains for the bit error probability according to the function&nbsp; ${\rm Q}(x )$:
 +
:$$p_{\rm B} = {\rm Q} (4) \approx 0.317 \cdot 10^{-4}\hspace{0.05cm}.$$
 +
According to the second equation, we get:
 +
:$$p_{\rm B} = {1}/{2} \cdot {\rm erfc} ( {4}/{\sqrt{2} })= {1}/{2} \cdot {\rm erfc} ( 2.828)\approx {1}/{2} \cdot {\rm erfc} ( 2.8)= 0.375 \cdot 10^{-4}\hspace{0.05cm}.$$
 +
*The first value is more correct.&nbsp; In the second method of calculation, one must round or &ndash; even better &ndash; interpolate, which is very difficult due to the strong nonlinearity of this function.<br>
 +
*Accordingly, with the given numerical values, ${\rm Q}(x )$&nbsp; is more suitable.&nbsp; However, outside of exercise examples&nbsp; $s_0/\sigma_d$&nbsp; will usually have a "curvilinear" value.&nbsp; In this case, of course,&nbsp; ${\rm Q}(x)$&nbsp; offers no advantage over&nbsp; $1/2 \cdot{\rm erfc}(x)$. }}
  
==Theoretischer Hintergrund==
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 +
{{GreyBox|TEXT=
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$\text{Example 2:}$&nbsp;
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With the energy per bit&nbsp; $(E_{\rm B})$&nbsp; and the noise power density&nbsp; $(N_0)$&nbsp; the bit error probability of ''Binary Phase Shift Keying''&nbsp; (BPSK) is:
 +
:$$p_{\rm B} = {\rm Q} \left ( \sqrt{ {2 E_{\rm B} }/{N_0} }\right ) = {1}/{2} \cdot { \rm erfc} \left ( \sqrt{ {E_{\rm B} }/{N_0} }\right ) \hspace{0.05cm}.$$
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For the numerical values&nbsp; $E_{\rm B} = 16 \rm mWs$&nbsp; and&nbsp; $N_0 = 1 \rm mW/Hz$&nbsp; we obtain:
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:$$p_{\rm B} = {\rm Q} \left (4 \cdot \sqrt{ 2} \right ) = {1}/{2} \cdot {\rm erfc} \left ( 4\right ) \hspace{0.05cm}.$$
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*The first way leads to the result&nbsp; $p_{\rm B} = {\rm Q} (5.657) \approx {\rm Q} (5.7) = 0.6 \cdot 10^{-8}\hspace{0.01cm}$, while &nbsp; $1/2 \cdot{\rm erfc}(x)$&nbsp; yields the more correct value&nbsp; $p_{\rm B} \approx 0.771 \cdot 10^{-8}$&nbsp; here.
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*As in the first example, however, you can see: &nbsp; The functions&nbsp; ${\rm Q}(x)$&nbsp; and&nbsp; $1/2 \cdot{\rm erfc}(x)$&nbsp; are basically equally well suited.
 +
*Advantages or disadvantages of one or the other function arise only for concrete numerical values.}}
 
<br>
 
<br>
Bei der Untersuchung digitaler Übertragungssysteme muss oft die Wahrscheinlichkeit bestimmt werden, dass eine (mittelwertfreie) gaußverteilte Zufallsgröße $x$ mit der Varianz $σ^2$ einen vorgegebenen Wert $x_0$ überschreitet. Für diese Wahrscheinlichkeit gilt:
 
:$${\rm Pr}(x > x_0)={\rm Q}(\frac{x_0}{\sigma}) = 0.5 \cdot {\rm erfc}(\frac{x_0}{\sqrt{2} \cdot \sigma}).$$
 
  
===Die Funktion ${\rm Q}(x )$===
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==Exercises==
<br>
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Die Funktion ${\rm Q}(x)$ bezeichnet man als das ''Komplementäre Gaußsche Fehlerintegral''. Es gilt folgende Berechnungsvorschrift:
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* First select the number&nbsp; $(1, 2, \text{...})$&nbsp; of the exercise.&nbsp; The number&nbsp; $0$&nbsp; corresponds to a "Reset":&nbsp; Same setting as at program start.
:$${\rm Q}(x ) = \frac{1}{\sqrt{2\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}/\hspace{0.05cm} 2}\,{\rm d} u .$$
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*A task description is displayed.&nbsp; The parameter values ​​are adjusted.&nbsp; Solution after pressing "Show solution". <br>
*Dieses Integral ist nicht analytisch lösbar und muss &ndash; wenn man dieses Applet nicht zur Verfügung hat &ndash; aus Tabellen entnommen werden.  
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*Speziell für größere $x$–Werte von (also für kleine Fehlerwahrscheinlichkeiten) liefern die nachfolgend angegebenen Schranken eine brauchbare Abschätzung für das Komplementäre Gaußsche Fehlerintegral, die auch ohne Tabellen berechnet werden können.  
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*Eine obere Schranke (englisch: ''Upper Bound '') des Komplementären Gaußschen Fehlerintegrals lautet:
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{{BlueBox|TEXT= 
:$${\rm Q}_{\rm UB}(x )=\text{Upper Bound }\big [{\rm Q}(x ) \big ] = \frac{ 1}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{- x^{2}/\hspace{0.05cm}2} > {\rm Q}(x).$$
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'''(1)''' &nbsp; Find the values of the function&nbsp; ${\rm Q}(x)$&nbsp; for&nbsp; $x=1$,&nbsp; $x=2$,&nbsp; $x=4$&nbsp; and&nbsp; $x=6$.&nbsp; Interpret the graphs for linear and logarithmic ordinates.}}
*Entsprechend gilt für die untere Schranke (englisch: ''Lower Bound ''):
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:$${\rm Q}_{\rm LB}(x  )=\text{Lower Bound }\big [{\rm Q}(x ) \big ] =\frac{1-1/x^2}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{-x^ 2/\hspace{0.05cm}2} ={\rm Q}_{\rm UB}(x ) \cdot (1-1/x^2)< {\rm Q}(x).$$
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*The applet returns the values&nbsp; ${\rm Q}(1)=1.5866 \cdot 10^{-1}$,&nbsp; ${\rm Q}(2)=2. 275 \cdot 10^{-2}$,&nbsp; ${\rm Q}(4)=3.1671 \cdot 10^{-5}$&nbsp; and&nbsp; ${\rm Q}(6)=9.8659 \cdot 10^{-10}$.
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*With linear ordinate, the values for&nbsp; $x>3$&nbsp; are indistinguishable from the zero line.&nbsp; More interesting is the plot with logarithmic ordinate.
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{{BlueBox|TEXT= 
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'''(2)''' &nbsp; Evaluate the two bounds&nbsp; ${\rm UB}(x )=\text{Upper Bound }\big [{\rm Q}(x ) \big ]$&nbsp; and&nbsp; ${\rm LB}(x )=\text{Lower Bound }\big [{\rm Q}(x ) \big ]$&nbsp; for the&nbsp; ${\rm Q}$&nbsp; function. }}
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 +
*For&nbsp; $x \ge 2$&nbsp; the upper bound is only slightly above&nbsp; ${\rm Q}(x)$&nbsp; and the lower bound is only slightly below&nbsp; ${\rm Q}(x)$.&nbsp;
 +
*For example:&nbsp; ${\rm Q}(x=4)=3.1671 \cdot 10^{-5}$ &nbsp; &rArr; &nbsp; ${\rm LB}(x=4)=3.1366 \cdot 10^{-5}$, &nbsp; ${\rm UB}(x=4)=3.3458 \cdot 10^{-5}$.
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*The upper bound has greater significance for assessing a communications system than "LB",&nbsp; since this corresponds to a "worst case" consideration.
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 +
 
 +
{{BlueBox|TEXT= 
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'''(3)''' &nbsp; Try to use the app to determine&nbsp; ${\rm Q}(x=2 \cdot \sqrt{2} \approx 2.828)$&nbsp; as accurately as possible despite the quantization of the input parameter. }}
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*The program returns for&nbsp; $x=2.8$&nbsp; the too large result&nbsp; $2.5551 \cdot 10^{-3}$&nbsp; and for&nbsp; $x=2.85$&nbsp; the result&nbsp; $2.186 \cdot 10^{-3}$.&nbsp; The exact value lies in between.
 +
*But it also holds:&nbsp; ${\rm Q}(x=2 \cdot \sqrt{2})=0.5 \cdot {\rm erfc}(x=2)$.&nbsp; This gives the exact value&nbsp; ${\rm Q}(x=2 \cdot \sqrt{2})=2.3389 \cdot 10^{-3}$.
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 +
 
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{{BlueBox|TEXT= 
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'''(4)''' &nbsp; Find the values of the function&nbsp; $0.5 \cdot {\rm erfc}(x)$&nbsp; for&nbsp; $x=1$,&nbsp; $x=2$,&nbsp; $x=3$&nbsp; and&nbsp; $x=4$.&nbsp; Interpret the exact results and the bounds.}}  
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 +
*The applet returns:&nbsp; $0.5 \cdot {\rm erfc}(1)=7.865 \cdot 10^{-2}$,&nbsp; $0.5 \cdot {\rm erfc}(2)=2. 3389 \cdot 10^{-3}$,&nbsp; $0.5 \cdot {\rm erfc}(3)=1.1045 \cdot 10^{-5}$&nbsp; and&nbsp; $0.5 \cdot {\rm erfc}(4)=7.7086 \cdot 10^{-9}$.
 +
*All the above statements about&nbsp; ${\rm Q}(x)$&nbsp; with respect to suitable representation type and upper and lower bounds also apply to the function&nbsp; $0.5 \cdot {\rm erfc}(x)$.  
 +
 
 +
 
 +
{{BlueBox|TEXT= 
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'''(5)''' &nbsp; The results of&nbsp; '''(4)'''&nbsp; are now to be converted for the case of a logarithmic abscissa.&nbsp; The conversion is done according to&nbsp; $\rho\big[{\rm dB}\big ] = 20 \cdot \lg(x)$. }}
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 +
* The linear abscissa value&nbsp; $x=1$&nbsp; leads to the logarithmic abscissa value&nbsp; $\rho=0\ \rm dB$ &nbsp; &rArr; &nbsp; $0. 5 \cdot {\rm erfc}(\rho=0\ {\rm dB})={0.5 \cdot \rm erfc}(x=1)=7.865 \cdot 10^{-2}$.
 +
*Similarly&nbsp; $0.5 \cdot {\rm erfc}(\rho=6.021\ {\rm dB}) =0.5 \cdot {\rm erfc}(x=2)=2. 3389 \cdot 10^{-3}$, &nbsp; &nbsp; $0.5 \cdot {\rm erfc}(\rho=9.542\ {\rm dB})=0.5 \cdot {\rm erfc}(3)=1.1045 \cdot 10^{-5}$,&nbsp; &nbsp;
 +
*$0.5 \cdot {\rm erfc}(\rho=12.041\ {\rm dB})= 0.5 \cdot {\rm erfc}(4)=7.7086 \cdot 10^{-9}$.
 +
*As per right diagram:&nbsp; $0.5 \cdot {\rm erfc}(\rho=6\ {\rm dB}) =2.3883 \cdot 10^{-3}$, &nbsp; &nbsp; $0.5 \cdot {\rm erfc}(\rho=9. 5\ {\rm dB}) =1.2109 \cdot 10^{-5}$, &nbsp; &nbsp; $0.5 \cdot {\rm erfc}(\rho=12\ {\rm dB}) =9.006 \cdot 10^{-9}$.
 +
 
 +
 
 +
{{BlueBox|TEXT=
 +
'''(6)''' &nbsp; Find&nbsp; ${\rm Q}(\rho=0\ {\rm dB})$,&nbsp; ${\rm Q}(\rho=5\ {\rm dB})$&nbsp; and&nbsp; ${\rm Q}(\rho=10\ {\rm dB})$,&nbsp; and establish the relationship between linear and logarithmic abscissa.}}
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*The program returns for logarithmic abscissa&nbsp; ${\rm Q}(\rho=0\ {\rm dB})=1. 5866 \cdot 10^{-1}$,&nbsp; ${\rm Q}(\rho=5\ {\rm dB})=3.7679 \cdot 10^{-2}$,&nbsp; ${\rm Q}(\rho=10\ {\rm dB})=7.827 \cdot 10^{-4}$.
 +
*The conversion is done according to the equation&nbsp; $x=10^{\hspace{0.05cm}0.05\hspace{0.05cm} \cdot\hspace{0.05cm} \rho[{\rm dB}]}$.&nbsp; For&nbsp; $\rho=0\ {\rm dB}$&nbsp; we get&nbsp; $x=1$ &nbsp; &rArr; &nbsp; ${\rm Q}(\rho=0\ {\rm dB})={\rm Q}(x=1) =1.5866 \cdot 10^{-1}$.
 +
*For&nbsp; $\rho=5\ {\rm dB}$&nbsp; we get&nbsp; $x=1.1778$ &nbsp; &rArr; &nbsp; ${\rm Q}(\rho=5\ {\rm dB})={\rm Q}(x=1. 778) =3.7679 \cdot 10^{-2}$.&nbsp; From the left diagram:&nbsp; ${\rm Q}(x=1.8) =3.593 \cdot 10^{-2}$.
 +
*For&nbsp; $\rho=10\ {\rm dB}$&nbsp; we get&nbsp; $x=3.162$ &nbsp; &rArr; &nbsp; ${\rm Q}(\rho=10\ {\rm dB})={\rm Q}(x=3. 162) =7.827 \cdot 10^{-4}$.&nbsp; After "quantization":&nbsp; ${\rm Q}(x=3.15) =8.1635 \cdot 10^{-4}$.
 +
 
  
In vielen Programmbibliotheken findet man allerdings  die Funktion ${\rm Q}(x )$ nicht.
 
  
  
===Die Funktion ${\rm erfc}(x )$===
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==Applet Manual==
 
<br>
 
<br>
In fast allen Programmbibliotheken findet man dagegen die ''Komplementäre Gaußsche Fehlerintegral'' (englisch: ''Complementary Gaussian Error Function'')
 
:$${\rm erfc}(x) = \frac{2}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u .$$
 
die mit ${\rm Q}(x)$ wie folgt zusammenhängt: &nbsp;${\rm Q}(x)=1/2\cdot {\rm erfc}(x/{\sqrt{2}}).$ Da bei fast allen Anwendungen diese Funktion mit dem Faktor $1/2$ verwendet wird, wurde in diesem Applet genau diese Funktion realisiert:
 
:$$1/2 \cdot{\rm erfc}(x) = \frac{1}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u .$$
 
 
*Auch für diese Funktion kann wieder eine obere und eine untere Schranke angegeben werden:
 
:$$\text{Upper Bound }\big [1/2 \cdot{\rm erfc}(x)  \big ] = \frac{ 1}{\sqrt{\pi}\cdot 2x}\cdot {\rm e}^{- x^{2}} ,$$
 
  
Das Grafik zeigt die Q-Funktion in logarithmischer Darstellung für lineare (obere Achse) und logarithmische Abszissenwerte (untere Achse).  
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[[File:Qfunction bedienung.png|right|550px]]
*Die obere Schranke (rote Kreise) ist ab ca. $x = 1$ brauchbar, die untere Schranke (grüne Rauten) ab $x ≈ 2$.
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&nbsp; &nbsp; '''(A)''' &nbsp; &nbsp; Equations used in the example &nbsp;${\rm Q}(x)$
*Für $x ≥ 4$ sind beide Schranken innerhalb der Zeichengenauigkeit vom tatsächlichen Verlauf  ${\rm Q}(x)$ nicht mehr zu unterscheiden.
 
  
==Zur Handhabung des Applets==
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&nbsp; &nbsp; '''(B)''' &nbsp; &nbsp; Selection option for &nbsp;${\rm Q}(x)$&nbsp; or &nbsp;${\rm 0.5 \cdot erfc}(x)$
[[File:Handhabung_binomial.png|left|600px]]
 
&nbsp; &nbsp; '''(A)''' &nbsp; &nbsp; Vorauswahl für blauen Parametersatz
 
  
&nbsp; &nbsp; '''(B)''' &nbsp; &nbsp; Parametereingabe $I$ und $p$ per Slider
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&nbsp; &nbsp; '''(C)''' &nbsp; &nbsp; Bounds &nbsp;${\rm LB}$&nbsp; and &nbsp;${\rm UB}$&nbsp; are drawn
  
&nbsp; &nbsp; '''(C)''' &nbsp; &nbsp; Vorauswahl für roten Parametersatz
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&nbsp; &nbsp; '''(D)''' &nbsp; &nbsp; Selection whether abscissa is linear &nbsp;$\rm (lin)$&nbsp; or logarithmic &nbsp;$\rm (log)$&nbsp;
  
&nbsp; &nbsp; '''(D)''' &nbsp; &nbsp; Parametereingabe $\lambda$ per Slider
+
&nbsp; &nbsp; '''(E)''' &nbsp; &nbsp; Select whether ordinate is linear &nbsp;$\rm (lin)$&nbsp; or logarithmic &nbsp;$\rm (log)$&nbsp;
  
&nbsp; &nbsp; '''(E)''' &nbsp; &nbsp; Graphische Darstellung der Verteilungen
+
&nbsp; &nbsp; '''(F)''' &nbsp; &nbsp; Numerical output using the example &nbsp;${\rm Q}(x)$&nbsp; with linear abscissa
  
&nbsp; &nbsp; '''(F)''' &nbsp; &nbsp; Momentenausgabe für blauen Parametersatz
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&nbsp; &nbsp; '''(G)''' &nbsp; &nbsp; Slider input of abscissa value &nbsp;$x$&nbsp; for linear abscissa
  
&nbsp; &nbsp; '''(G)''' &nbsp; &nbsp; Momentenausgabe für roten Parametersatz
+
&nbsp; &nbsp; '''(H)''' &nbsp; &nbsp; Slider input of abscissa value &nbsp;$\rho \ \rm [dB]$&nbsp; for logarithmic abscissa
  
&nbsp; &nbsp; '''(H)''' &nbsp; &nbsp; Variation der grafischen Darstellung
+
&nbsp; &nbsp; '''(I)''' &nbsp; &nbsp; Graphical output of function &nbsp;${\rm Q}(x)$&nbsp; &ndash; here:&nbsp; linear abscissa
  
$\hspace{1.5cm}$&bdquo;$+$&rdquo; (Vergrößern),
+
&nbsp; &nbsp; '''(J)''' &nbsp; &nbsp; Graph output of function &nbsp;${\rm 0.5 \cdot erfc}(x)$&nbsp; &ndash; here:&nbsp; linear abscissa
  
$\hspace{1.5cm}$ &bdquo;$-$&rdquo; (Verkleinern)
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&nbsp; &nbsp; '''(K)''' &nbsp; &nbsp; Variation possibility for the graphical representations
  
$\hspace{1.5cm}$ &bdquo;$\rm o$&rdquo; (Zurücksetzen)
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$\hspace{1.5cm}$"$+$" (zoom in),
  
$\hspace{1.5cm}$ &bdquo;$\leftarrow$&rdquo; (Verschieben nach links),  usw.
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$\hspace{1.5cm}$"$-$" (zoom out)
  
&nbsp; &nbsp; '''( I )''' &nbsp; &nbsp; Ausgabe von ${\rm Pr} (z = \mu)$ und ${\rm Pr} (z  \le \mu)$
+
$\hspace{1.5cm}$ "$\rm o$" (Reset)
  
&nbsp; &nbsp; '''(J)''' &nbsp; &nbsp; Bereich für die Versuchsdurchführung
+
$\hspace{1.5cm}$ "$\leftarrow$" (Move left), etc.
 
<br clear=all>
 
<br clear=all>
<br>'''Andere Möglichkeiten zur Variation der grafischen Darstellung''':
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==About the Authors==
*Gedrückte Shifttaste und Scrollen: Zoomen im Koordinatensystem,
+
<br>
*Gedrückte Shifttaste und linke Maustaste: Verschieben des Koordinatensystems.
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This interactive calculation tool was designed and implemented at the&nbsp; [https://www.ei.tum.de/en/lnt/home/ Institute for Communications Engineering]&nbsp; at the&nbsp; [https://www.tum.de/en Technical University of Munich].
 +
*The first version was created in 2007 by&nbsp; [[Biographies_and_Bibliographies/An_LNTwww_beteiligte_Studierende#Thomas_Gro.C3.9Fer_.28Diplomarbeit_LB_2006.2C_danach_freie_Mitarbeit_bis_2010.29|Thomas Großer]]&nbsp; as part of his diploma thesis with “FlashMX – Actionscript” (Supervisor: [[Biographies_and_Bibliographies/An_LNTwww_beteiligte_Mitarbeiter_und_Dozenten#Prof._Dr.-Ing._habil._G.C3.BCnter_S.C3.B6der_.28am_LNT_seit_1974.29|Günter Söder]]).
 +
*In 2018 the program was redesigned by&nbsp; [[Biographies_and_Bibliographies/An_LNTwww_beteiligte_Studierende#Xiaohan_Liu_.28Bachelorarbeit_2018.29|Xiaohan Liu]]&nbsp; as part of her bachelor thesis&nbsp; (Supervisor: [[Biographies_and_Bibliographies/Beteiligte_der_Professur_Leitungsgebundene_%C3%9Cbertragungstechnik#Tasn.C3.A1d_Kernetzky.2C_M.Sc._.28bei_L.C3.9CT_seit_2014.29|Tasnád Kernetzky]] ) via "HTML5".
 +
*Last revision and English version 2021 by&nbsp; [[Biografien_und_Bibliografien/An_LNTwww_beteiligte_Studierende#Carolin_Mirschina_.28Ingenieurspraxis_Math_2019.2C_danach_Werkstudentin.29|Carolin Mirschina]]&nbsp; in the context of a working student activity.&nbsp;
  
  
 +
The conversion of this applet to HTML 5 was financially supported by&nbsp; [https://www.ei.tum.de/studium/studienzuschuesse/ "Studienzuschüsse"]&nbsp; (Faculty EI of the TU Munich).&nbsp; We thank.
  
==Über die Autoren==
 
Dieses interaktive Berechnungstool  wurde am [http://www.lnt.ei.tum.de/startseite Lehrstuhl für Nachrichtentechnik] der [https://www.tum.de/ Technischen Universität München] konzipiert und realisiert.
 
*Die erste Version wurde 2003 von [[Biografien_und_Bibliografien/An_LNTwww_beteiligte_Studierende#Ji_Li_.28Bachelorarbeit_EI_2003.2C_Diplomarbeit_EI_2005.29|Ji Li]] im Rahmen ihrer Diplomarbeit mit &bdquo;FlashMX&ndash;Actionscript&rdquo; erstellt (Betreuer: [[Biografien_und_Bibliografien/An_LNTwww_beteiligte_Mitarbeiter_und_Dozenten#Prof._Dr.-Ing._habil._G.C3.BCnter_S.C3.B6der_.28am_LNT_seit_1974.29|Günter Söder]]).
 
*2018 wurde das Programm  von [[Biografien_und_Bibliografien/An_LNTwww_beteiligte_Studierende#Jimmy_He_.28Bachelorarbeit_2018.29|Jimmy He]]  (Bachelorarbeit, Betreuer: [[Biografien_und_Bibliografien/Beteiligte_der_Professur_Leitungsgebundene_%C3%9Cbertragungstechnik#Tasn.C3.A1d_Kernetzky.2C_M.Sc._.28bei_L.C3.9CT_seit_2014.29|Tasnád Kernetzky]] )  auf  &bdquo;HTML5&rdquo; umgesetzt und neu gestaltet.
 
  
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Latest revision as of 18:49, 16 April 2023

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Applet Description


This applet allows the calculation and graphical representation of the (complementary) Gaussian error functions  ${\rm Q}(x)$  and  $1/2\cdot {\rm erfc}(x)$, which are of great importance for error probability calculation.

  • Both the abscissa and the function value can be represented either linearly or logarithmically.
  • For both functions an upper bound  $\rm (UB)$  and a lower bound  $\rm (LB)$  are given.

Theoretical Background


In the study of digital transmission systems, it is often necessary to determine the probability that a (zero mean) Gaussian distributed random variable  $x$  with variance  $σ^2$  exceeds a given value  $x_0$.  For this probability holds:

$${\rm Pr}(x > x_0)={\rm Q}(\frac{x_0}{\sigma}) = 1/2 \cdot {\rm erfc}(\frac{x_0}{\sqrt{2} \cdot \sigma}).$$

The function ${\rm Q}(x )$

The function  ${\rm Q}(x)$  is called the  complementary Gaussian error integral.  The following calculation rule applies:

$${\rm Q}(x ) = \frac{1}{\sqrt{2\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}/\hspace{0.05cm} 2}\,{\rm d} u .$$
  • This integral cannot be solved analytically and must be taken from tables if one does not have this applet available.
  • Specially for larger  $x$  values  (i.e., for small error probabilities), the bounds given below provide a useful estimate for  ${\rm Q}(x)$, which can also be calculated without tables.
  • An upper bound  $\rm (UB)$  of this function is:
$${\rm Q}_{\rm UB}(x )=\text{Upper Bound }\big [{\rm Q}(x ) \big ] = \frac{ 1}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{- x^{2}/\hspace{0.05cm}2} > {\rm Q}(x).$$
  • Correspondingly, for the lower bound  $\rm (LB)$:
$${\rm Q}_{\rm LB}(x )=\text{Lower Bound }\big [{\rm Q}(x ) \big ] =\frac{1-1/x^2}{\sqrt{2\pi}\cdot x}\cdot {\rm e}^{-x^ 2/\hspace{0.05cm}2} ={\rm Q}_{\rm UB}(x ) \cdot (1-1/x^2)< {\rm Q}(x).$$

However, in many program libraries, the function  ${\rm Q}(x )$  cannot be found.

The function $1/2 \cdot {\rm erfc}(x )$

On the other hand, in almost all program libraries, you can find the  complementary Gaussian error function:

$${\rm erfc}(x) = \frac{2}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u ,$$

which is related to  ${\rm Q}(x)$  as follows:   ${\rm Q}(x)=1/2\cdot {\rm erfc}(x/{\sqrt{2}}).$

  • Since in almost all applications this function is used with the factor  $1/2$, in this applet exactly this function was realized:
$$1/2 \cdot{\rm erfc}(x) = \frac{1}{\sqrt{\pi}}\int_{x}^{ +\infty}\hspace{-0.2cm}{\rm e}^{-u^{2}}\,{\rm d} u .$$
  • Once again, an upper and lower bound can be specified for this function:
$$\text{Upper Bound }\big [1/2 \cdot{\rm erfc}(x) \big ] = \frac{ 1}{\sqrt{\pi}\cdot 2x}\cdot {\rm e}^{- x^{2}} ,$$
$$\text{Lower Bound }\big [1/2 \cdot{\rm erfc}(x) \big ] = \frac{ {1-1/(2x^2)}}{\sqrt{\pi}\cdot 2x}\cdot {\rm e}^{- x^{2}} .$$

When which function offers advantages?

$\text{Example 1:}$  We consider binary baseband transmission. Here, the bit error probability  $p_{\rm B} = {\rm Q}({s_0}/{\sigma_d})$, where the useful signal can take the values  $\pm s_0$  and the noise root-mean-square value  $\sigma_d$ .

It is assumed that tables are available listing the argument of the two Gaussian error functions at distance  $0.1$.  With  $s_0/\sigma_d = 4$  one obtains for the bit error probability according to the function  ${\rm Q}(x )$:

$$p_{\rm B} = {\rm Q} (4) \approx 0.317 \cdot 10^{-4}\hspace{0.05cm}.$$

According to the second equation, we get:

$$p_{\rm B} = {1}/{2} \cdot {\rm erfc} ( {4}/{\sqrt{2} })= {1}/{2} \cdot {\rm erfc} ( 2.828)\approx {1}/{2} \cdot {\rm erfc} ( 2.8)= 0.375 \cdot 10^{-4}\hspace{0.05cm}.$$
  • The first value is more correct.  In the second method of calculation, one must round or – even better – interpolate, which is very difficult due to the strong nonlinearity of this function.
  • Accordingly, with the given numerical values, ${\rm Q}(x )$  is more suitable.  However, outside of exercise examples  $s_0/\sigma_d$  will usually have a "curvilinear" value.  In this case, of course,  ${\rm Q}(x)$  offers no advantage over  $1/2 \cdot{\rm erfc}(x)$.


$\text{Example 2:}$  With the energy per bit  $(E_{\rm B})$  and the noise power density  $(N_0)$  the bit error probability of Binary Phase Shift Keying  (BPSK) is:

$$p_{\rm B} = {\rm Q} \left ( \sqrt{ {2 E_{\rm B} }/{N_0} }\right ) = {1}/{2} \cdot { \rm erfc} \left ( \sqrt{ {E_{\rm B} }/{N_0} }\right ) \hspace{0.05cm}.$$

For the numerical values  $E_{\rm B} = 16 \rm mWs$  and  $N_0 = 1 \rm mW/Hz$  we obtain:

$$p_{\rm B} = {\rm Q} \left (4 \cdot \sqrt{ 2} \right ) = {1}/{2} \cdot {\rm erfc} \left ( 4\right ) \hspace{0.05cm}.$$
  • The first way leads to the result  $p_{\rm B} = {\rm Q} (5.657) \approx {\rm Q} (5.7) = 0.6 \cdot 10^{-8}\hspace{0.01cm}$, while   $1/2 \cdot{\rm erfc}(x)$  yields the more correct value  $p_{\rm B} \approx 0.771 \cdot 10^{-8}$  here.
  • As in the first example, however, you can see:   The functions  ${\rm Q}(x)$  and  $1/2 \cdot{\rm erfc}(x)$  are basically equally well suited.
  • Advantages or disadvantages of one or the other function arise only for concrete numerical values.


Exercises

  • First select the number  $(1, 2, \text{...})$  of the exercise.  The number  $0$  corresponds to a "Reset":  Same setting as at program start.
  • A task description is displayed.  The parameter values ​​are adjusted.  Solution after pressing "Show solution".


(1)   Find the values of the function  ${\rm Q}(x)$  for  $x=1$,  $x=2$,  $x=4$  and  $x=6$.  Interpret the graphs for linear and logarithmic ordinates.

  • The applet returns the values  ${\rm Q}(1)=1.5866 \cdot 10^{-1}$,  ${\rm Q}(2)=2. 275 \cdot 10^{-2}$,  ${\rm Q}(4)=3.1671 \cdot 10^{-5}$  and  ${\rm Q}(6)=9.8659 \cdot 10^{-10}$.
  • With linear ordinate, the values for  $x>3$  are indistinguishable from the zero line.  More interesting is the plot with logarithmic ordinate.


(2)   Evaluate the two bounds  ${\rm UB}(x )=\text{Upper Bound }\big [{\rm Q}(x ) \big ]$  and  ${\rm LB}(x )=\text{Lower Bound }\big [{\rm Q}(x ) \big ]$  for the  ${\rm Q}$  function.

  • For  $x \ge 2$  the upper bound is only slightly above  ${\rm Q}(x)$  and the lower bound is only slightly below  ${\rm Q}(x)$. 
  • For example:  ${\rm Q}(x=4)=3.1671 \cdot 10^{-5}$   ⇒   ${\rm LB}(x=4)=3.1366 \cdot 10^{-5}$,   ${\rm UB}(x=4)=3.3458 \cdot 10^{-5}$.
  • The upper bound has greater significance for assessing a communications system than "LB",  since this corresponds to a "worst case" consideration.


(3)   Try to use the app to determine  ${\rm Q}(x=2 \cdot \sqrt{2} \approx 2.828)$  as accurately as possible despite the quantization of the input parameter.

  • The program returns for  $x=2.8$  the too large result  $2.5551 \cdot 10^{-3}$  and for  $x=2.85$  the result  $2.186 \cdot 10^{-3}$.  The exact value lies in between.
  • But it also holds:  ${\rm Q}(x=2 \cdot \sqrt{2})=0.5 \cdot {\rm erfc}(x=2)$.  This gives the exact value  ${\rm Q}(x=2 \cdot \sqrt{2})=2.3389 \cdot 10^{-3}$.


(4)   Find the values of the function  $0.5 \cdot {\rm erfc}(x)$  for  $x=1$,  $x=2$,  $x=3$  and  $x=4$.  Interpret the exact results and the bounds.

  • The applet returns:  $0.5 \cdot {\rm erfc}(1)=7.865 \cdot 10^{-2}$,  $0.5 \cdot {\rm erfc}(2)=2. 3389 \cdot 10^{-3}$,  $0.5 \cdot {\rm erfc}(3)=1.1045 \cdot 10^{-5}$  and  $0.5 \cdot {\rm erfc}(4)=7.7086 \cdot 10^{-9}$.
  • All the above statements about  ${\rm Q}(x)$  with respect to suitable representation type and upper and lower bounds also apply to the function  $0.5 \cdot {\rm erfc}(x)$.


(5)   The results of  (4)  are now to be converted for the case of a logarithmic abscissa.  The conversion is done according to  $\rho\big[{\rm dB}\big ] = 20 \cdot \lg(x)$.

  • The linear abscissa value  $x=1$  leads to the logarithmic abscissa value  $\rho=0\ \rm dB$   ⇒   $0. 5 \cdot {\rm erfc}(\rho=0\ {\rm dB})={0.5 \cdot \rm erfc}(x=1)=7.865 \cdot 10^{-2}$.
  • Similarly  $0.5 \cdot {\rm erfc}(\rho=6.021\ {\rm dB}) =0.5 \cdot {\rm erfc}(x=2)=2. 3389 \cdot 10^{-3}$,     $0.5 \cdot {\rm erfc}(\rho=9.542\ {\rm dB})=0.5 \cdot {\rm erfc}(3)=1.1045 \cdot 10^{-5}$,   
  • $0.5 \cdot {\rm erfc}(\rho=12.041\ {\rm dB})= 0.5 \cdot {\rm erfc}(4)=7.7086 \cdot 10^{-9}$.
  • As per right diagram:  $0.5 \cdot {\rm erfc}(\rho=6\ {\rm dB}) =2.3883 \cdot 10^{-3}$,     $0.5 \cdot {\rm erfc}(\rho=9. 5\ {\rm dB}) =1.2109 \cdot 10^{-5}$,     $0.5 \cdot {\rm erfc}(\rho=12\ {\rm dB}) =9.006 \cdot 10^{-9}$.


(6)   Find  ${\rm Q}(\rho=0\ {\rm dB})$,  ${\rm Q}(\rho=5\ {\rm dB})$  and  ${\rm Q}(\rho=10\ {\rm dB})$,  and establish the relationship between linear and logarithmic abscissa.

  • The program returns for logarithmic abscissa  ${\rm Q}(\rho=0\ {\rm dB})=1. 5866 \cdot 10^{-1}$,  ${\rm Q}(\rho=5\ {\rm dB})=3.7679 \cdot 10^{-2}$,  ${\rm Q}(\rho=10\ {\rm dB})=7.827 \cdot 10^{-4}$.
  • The conversion is done according to the equation  $x=10^{\hspace{0.05cm}0.05\hspace{0.05cm} \cdot\hspace{0.05cm} \rho[{\rm dB}]}$.  For  $\rho=0\ {\rm dB}$  we get  $x=1$   ⇒   ${\rm Q}(\rho=0\ {\rm dB})={\rm Q}(x=1) =1.5866 \cdot 10^{-1}$.
  • For  $\rho=5\ {\rm dB}$  we get  $x=1.1778$   ⇒   ${\rm Q}(\rho=5\ {\rm dB})={\rm Q}(x=1. 778) =3.7679 \cdot 10^{-2}$.  From the left diagram:  ${\rm Q}(x=1.8) =3.593 \cdot 10^{-2}$.
  • For  $\rho=10\ {\rm dB}$  we get  $x=3.162$   ⇒   ${\rm Q}(\rho=10\ {\rm dB})={\rm Q}(x=3. 162) =7.827 \cdot 10^{-4}$.  After "quantization":  ${\rm Q}(x=3.15) =8.1635 \cdot 10^{-4}$.



Applet Manual


Qfunction bedienung.png

    (A)     Equations used in the example  ${\rm Q}(x)$

    (B)     Selection option for  ${\rm Q}(x)$  or  ${\rm 0.5 \cdot erfc}(x)$

    (C)     Bounds  ${\rm LB}$  and  ${\rm UB}$  are drawn

    (D)     Selection whether abscissa is linear  $\rm (lin)$  or logarithmic  $\rm (log)$ 

    (E)     Select whether ordinate is linear  $\rm (lin)$  or logarithmic  $\rm (log)$ 

    (F)     Numerical output using the example  ${\rm Q}(x)$  with linear abscissa

    (G)     Slider input of abscissa value  $x$  for linear abscissa

    (H)     Slider input of abscissa value  $\rho \ \rm [dB]$  for logarithmic abscissa

    (I)     Graphical output of function  ${\rm Q}(x)$  – here:  linear abscissa

    (J)     Graph output of function  ${\rm 0.5 \cdot erfc}(x)$  – here:  linear abscissa

    (K)     Variation possibility for the graphical representations

$\hspace{1.5cm}$"$+$" (zoom in),

$\hspace{1.5cm}$"$-$" (zoom out)

$\hspace{1.5cm}$ "$\rm o$" (Reset)

$\hspace{1.5cm}$ "$\leftarrow$" (Move left), etc.

About the Authors


This interactive calculation tool was designed and implemented at the  Institute for Communications Engineering  at the  Technical University of Munich.

  • The first version was created in 2007 by  Thomas Großer  as part of his diploma thesis with “FlashMX – Actionscript” (Supervisor: Günter Söder).
  • In 2018 the program was redesigned by  Xiaohan Liu  as part of her bachelor thesis  (Supervisor: Tasnád Kernetzky ) via "HTML5".
  • Last revision and English version 2021 by  Carolin Mirschina  in the context of a working student activity. 


The conversion of this applet to HTML 5 was financially supported by  "Studienzuschüsse"  (Faculty EI of the TU Munich).  We thank.


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