ERF is the error function used in calculating probability. This function accepts any number and returns a value between-1 and 1. The error function is defined as follows:
ERF(x) = 2/SQRT(pi)*(INTEGRAL(e**((-t)**2)dt)from 0 to x)
This function is slightly different from the normal probability curve, Gauss's probability integral, which is defined as follows:
phi(x)=1/SQRT(2*pi)*(INTEGRAL(e**(((-t)**2)/2)dt)from 0 to x)
The relationship between ERF(x) and phi(x) is as follows:
ERF(x) = 2*phi(SQRT(2)*x)