ERFCINV

Purpose:

Returns the inverse complementary error function.

ERFCINV(y)

A real or series.

A real or series, the inverse complementary error function x where y = erfc(x) for 0 <= y <= 2 and -∞ <= x <= ∞.

erfcinv(.2)

returns 0.90619381, the inverse complementary error function of 0.2.

erfc(erfcinv(.2))

returns 0.2, indicating that ERFC and ERFCINV are inverse functions.

erfcinv(0..0.01..2);

xlabel("x");ylabel("erfcinv(x)");label("Inverse Complementary Error Function");

returns 201 samples of erfcinv(x).

ERFCINV uses the built-in INVPROBN function to find the z value for a given probability value of a normal distribution.

erfc(erfcinv(x)) == x

erfcinv(x) == -invprobn(x/2) / sqrt(2)