Q-function


In statistics, the Q-function is the tail distribution function of the standard normal distribution. In other words, is the probability that a normal random variable will obtain a value larger than standard deviations. Equivalently, is the probability that a standard normal random variable takes a value larger than.
If is a Gaussian random variable with mean and variance, then is standard normal and
where.
Other definitions of the Q-function, all of which are simple transformations of the normal cumulative distribution function, are also used occasionally.
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
Thus,
where is the cumulative distribution function of the standard normal Gaussian distribution.
The Q-function can be expressed in terms of the error function, or the complementary error function, as
An alternative form of the Q-function known as Craig's formula, after its discoverer, is expressed as:
This expression is valid only for positive values of x, but it can be used in conjunction with Q = 1 − Q to obtain Q for negative values. This form is advantageous in that the range of integration is fixed and finite.

Bounds and approximations

The inverse Q-function can be related to the inverse error functions:
The function finds application in digital communications. It is usually expressed in dB and generally called Q-factor:
where y is the bit-error rate of the digitally modulated signal under analysis. For instance, for QPSK in additive white Gaussian noise, the Q-factor defined above coincides with the value in dB of the signal to noise ratio that yields a bit error rate equal to y.

Values

The Q-function is well tabulated and can be computed directly in most of the mathematical software packages such as R and those available in Python, MATLAB and Mathematica. Some values of the Q-function are given below for reference.
Q0.5000000001/2.0000
Q0.4601721631/2.1731
Q0.4207402911/2.3768
Q0.3820885781/2.6172
Q0.3445782581/2.9021
Q0.3085375391/3.2411
Q0.2742531181/3.6463
Q0.2419636521/4.1329
Q0.2118553991/4.7202
Q0.1840601251/5.4330

Q0.1586552541/6.3030
Q0.1356660611/7.3710
Q0.1150696701/8.6904
Q0.0968004851/10.3305
Q0.0807566591/12.3829
Q0.0668072011/14.9684
Q0.0547992921/18.2484
Q0.0445654631/22.4389
Q0.0359303191/27.8316
Q0.0287165601/34.8231

Q0.0227501321/43.9558
Q0.0178644211/55.9772
Q0.0139034481/71.9246
Q0.0107241101/93.2478
Q0.0081975361/121.9879
Q0.0062096651/161.0393
Q0.0046611881/214.5376
Q0.0034669741/288.4360
Q0.0025551301/391.3695
Q0.0018658131/535.9593

Q0.0013498981/740.7967
Q0.0009676031/1033.4815
Q0.0006871381/1455.3119
Q0.0004834241/2068.5769
Q0.0003369291/2967.9820
Q0.0002326291/4298.6887
Q0.0001591091/6285.0158
Q0.0001078001/9276.4608
Q0.0000723481/13822.0738
Q0.0000480961/20791.6011
Q0.0000316711/31574.3855

Generalization to high dimensions

The Q-function can be generalized to higher dimensions:
where follows the multivariate normal distribution with covariance and the threshold is of the form
for some positive vector and positive constant. As in the one dimensional case, there is no simple analytical formula for the Q-function. Nevertheless, the Q-function can be as becomes larger and larger.