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Q-function

Statistics function

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In statistics, the Q-function is the tail distribution function of the standard normal distribution. In other words, Q(x) is the probability that a normal (Gaussian) random variable will obtain a value larger than x standard deviations. Equivalently, Q(x) is the probability that a standard normal random variable takes a value larger than x.

If Y is a Gaussian random variable with mean \mu and variance \sigma ^{2}, then X={\frac {Y-\mu }{\sigma }} is standard normal and

P(Y>y)=P(X>x)=Q(x)

where x={\frac {y-\mu }{\sigma }}.

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.

01Definition and basic properties

Formally, the Q-function is defined as

Q(x)={\frac {1}{\sqrt {2\pi }}}\int _{x}^{\infty }\exp \left(-{\frac {u^{2}}{2}}\right)\,du.

Thus,

Q(x)=1-Q(-x)=1-\Phi (x)\,\!,

where \Phi (x) 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

{\begin{aligned}Q(x)&={\frac {1}{2}}\left({\frac {2}{\sqrt {\pi }}}\int _{x/{\sqrt {2}}}^{\infty }\exp \left(-t^{2}\right)\,dt\right)\\&={\frac {1}{2}}-{\frac {1}{2}}\operatorname {erf} \left({\frac {x}{\sqrt {2}}}\right)~~{\text{ -or-}}\\&={\frac {1}{2}}\operatorname {erfc} \left({\frac {x}{\sqrt {2}}}\right).\end{aligned}}

An alternative form of the Q-function known as Craig's formula, after its discoverer, is expressed as:

Q(x)={\frac {1}{\pi }}\int _{0}^{\frac {\pi }{2}}\exp \left(-{\frac {x^{2}}{2\sin ^{2}\theta }}\right)d\theta .

The above proper integral form of Q-function, has been incorrectly credited to Craig. This form of Q-function was implied in earlier works by Wiesten , and explicitly stated by Pawula, Rice and Roberts.

This expression is valid only for positive values of x, but it can be used in conjunction with Q(x) = 1 − Q(−x) to obtain Q(x) for negative values. This form is advantageous in that the range of integration is fixed and finite.

Craig's formula was later extended by Behnad (2020) for the Q-function of the sum of two non-negative variables, as follows:

Q(x+y)={\frac {1}{\pi }}\int _{0}^{\frac {\pi }{2}}\exp \left(-{\frac {x^{2}}{2\sin ^{2}\theta }}-{\frac {y^{2}}{2\cos ^{2}\theta }}\right)d\theta ,\quad x,y\geqslant 0.
the Q-function plotted in the complex plane
the Q-function plotted in the complex plane

02Bounds and approximations

\left({\frac {x}{1+x^{2}}}\right)\phi (x)<Q(x)<{\frac {\phi (x)}{x}},\qquad x>0,
where \phi (x) is the density function of the standard normal distribution, and the bounds become increasingly tight for large x.
Using the substitution v =u2/2, the upper bound is derived as follows:
Q(x)=\int _{x}^{\infty }\phi (u)\,du<\int _{x}^{\infty }{\frac {u}{x}}\phi (u)\,du=\int _{\frac {x^{2}}{2}}^{\infty }{\frac {e^{-v}}{x{\sqrt {2\pi }}}}\,dv=-{\biggl .}{\frac {e^{-v}}{x{\sqrt {2\pi }}}}{\biggr |}_{\frac {x^{2}}{2}}^{\infty }={\frac {\phi (x)}{x}}.
Similarly, using \phi '(u)=-u\phi (u) and the quotient rule,
\left(1+{\frac {1}{x^{2}}}\right)Q(x)=\int _{x}^{\infty }\left(1+{\frac {1}{x^{2}}}\right)\phi (u)\,du>\int _{x}^{\infty }\left(1+{\frac {1}{u^{2}}}\right)\phi (u)\,du=-{\biggl .}{\frac {\phi (u)}{u}}{\biggr |}_{x}^{\infty }={\frac {\phi (x)}{x}}.
Solving for Q(x) provides the lower bound.
The geometric mean of the upper and lower bound gives a suitable approximation for Q(x):
Q(x)\approx {\frac {\phi (x)}{\sqrt {1+x^{2}}}},\qquad x\geq 0.
  • Tighter bounds and approximations of Q(x) can also be obtained by optimizing the following expression
{\tilde {Q}}(x)={\frac {\phi (x)}{(1-a)x+a{\sqrt {x^{2}+b}}}}.
For x\geq 0, the best upper bound is given by a=0.344 and b=5.334 with maximum absolute relative error of 0.44%. Likewise, the best approximation is given by a=0.339 and b=5.510 with maximum absolute relative error of 0.27%. Finally, the best lower bound is given by a=1/\pi and b=2\pi with maximum absolute relative error of 1.17%.
Q(x)\leq e^{-{\frac {x^{2}}{2}}},\qquad x>0
  • Improved exponential bounds and a pure exponential approximation are
Q(x)\leq {\tfrac {1}{4}}e^{-x^{2}}+{\tfrac {1}{4}}e^{-{\frac {x^{2}}{2}}}\leq {\tfrac {1}{2}}e^{-{\frac {x^{2}}{2}}},\qquad x>0
Q(x)\approx {\frac {1}{12}}e^{-{\frac {x^{2}}{2}}}+{\frac {1}{4}}e^{-{\frac {2}{3}}x^{2}},\qquad x>0
  • The above were generalized by Tanash & Riihonen (2020), who showed that Q(x) can be accurately approximated or bounded by
{\tilde {Q}}(x)=\sum _{n=1}^{N}a_{n}e^{-b_{n}x^{2}}.
In particular, they presented a systematic methodology to solve the numerical coefficients \{(a_{n},b_{n})\}_{n=1}^{N} that yield a minimax approximation or bound: Q(x)\approx {\tilde {Q}}(x), Q(x)\leq {\tilde {Q}}(x), or Q(x)\geq {\tilde {Q}}(x) for x\geq 0. With the example coefficients tabulated in the paper for N=20, the relative and absolute approximation errors are less than 2.831\cdot 10^{-6} and 1.416\cdot 10^{-6}, respectively. The coefficients \{(a_{n},b_{n})\}_{n=1}^{N} for many variations of the exponential approximations and bounds up to N=25 have been released to open access as a comprehensive dataset.
  • Another approximation of Q(x) for x\in [0,\infty ) is given by Karagiannidis & Lioumpas (2007) who showed for the appropriate choice of parameters \{A,B\} that
f(x;A,B)={\frac {\left(1-e^{-Ax}\right)e^{-x^{2}}}{B{\sqrt {\pi }}x}}\approx \operatorname {erfc} \left(x\right).
The absolute error between f(x;A,B) and \operatorname {erfc} (x) over the range [0,R] is minimized by evaluating
\{A,B\}={\underset {\{A,B\}}{\arg \min }}{\frac {1}{R}}\int _{0}^{R}|f(x;A,B)-\operatorname {erfc} (x)|dx.
Using R=20 and numerically integrating, they found the minimum error occurred when \{A,B\}=\{1.98,1.135\}, which gave a good approximation for \forall x\geq 0.
Substituting these values and using the relationship between Q(x) and \operatorname {erfc} (x) from above gives
Q(x)\approx {\frac {\left(1-e^{\frac {-1.98x}{\sqrt {2}}}\right)e^{-{\frac {x^{2}}{2}}}}{1.135{\sqrt {2\pi }}x}},x\geq 0.
Alternative coefficients are also available for the above 'Karagiannidis-Lioumpas approximation' for tailoring accuracy for a specific application or transforming it into a tight bound.
  • A tighter and more tractable approximation of Q(x) for positive arguments x\in [0,\infty ) is given by López-Benítez & Casadevall (2011) based on a second-order exponential function:
Q(x)\approx e^{-ax^{2}-bx-c},\qquad x\geq 0.
The fitting coefficients (a,b,c) can be optimized over any desired range of arguments in order to minimize the sum of square errors (a=0.3842, b=0.7640, c=0.6964 for x\in [0,20]) or minimize the maximum absolute error (a=0.4920, b=0.2887, c=1.1893 for x\in [0,20]). This approximation offers some benefits such as a good trade-off between accuracy and analytical tractability (for example, the extension to any arbitrary power of Q(x) is trivial and does not alter the algebraic form of the approximation).
  • A pair of tight lower and upper bounds on the Gaussian Q-function for positive arguments x\in [0,\infty ) was introduced by Abreu (2012) based on a simple algebraic expression with only two exponential terms:
Q(x)\geq {\frac {1}{12}}e^{-x^{2}}+{\frac {1}{{\sqrt {2\pi }}(x+1)}}e^{-x^{2}/2},\qquad x\geq 0,
Q(x)\leq {\frac {1}{50}}e^{-x^{2}}+{\frac {1}{2(x+1)}}e^{-x^{2}/2},\qquad x\geq 0.

These bounds are derived from a unified form Q_{\mathrm {B} }(x;a,b)={\frac {\exp(-x^{2})}{a}}+{\frac {\exp(-x^{2}/2)}{b(x+1)}}, where the parameters a and b are chosen to satisfy specific conditions ensuring the lower (a_{\mathrm {L} }=12, b_{\mathrm {L} }={\sqrt {2\pi }}) and upper (a_{\mathrm {U} }=50, b_{\mathrm {U} }=2) bounding properties. The resulting expressions are notable for their simplicity and tightness, offering a favorable trade-off between accuracy and mathematical tractability. These bounds are particularly useful in theoretical analysis, such as in communication theory over fading channels. Additionally, they can be extended to bound Q^{n}(x) for positive integers n using the binomial theorem, maintaining their simplicity and effectiveness.

03Inverse Q

The inverse Q-function can be related to the inverse error functions:

Q^{-1}(y)={\sqrt {2}}\ \mathrm {erf} ^{-1}(1-2y)={\sqrt {2}}\ \mathrm {erfc} ^{-1}(2y)

The function Q^{-1}(y) finds application in digital communications. It is usually expressed in dB and generally called Q-factor:

\mathrm {Q{\text{-}}factor} =20\log _{10}\!\left(Q^{-1}(y)\right)\!~\mathrm {dB}

where y is the bit-error rate (BER) of the digitally modulated signal under analysis. For instance, for quadrature phase-shift keying (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.

Q-factor vs. bit error rate (BER).
Q-factor vs. bit error rate (BER).

04Values

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.

Q(0.0) 0.5000000001/2.0000
Q(0.1) 0.4601721631/2.1731
Q(0.2) 0.4207402911/2.3768
Q(0.3) 0.3820885781/2.6172
Q(0.4) 0.3445782581/2.9021
Q(0.5) 0.3085375391/3.2411
Q(0.6) 0.2742531181/3.6463
Q(0.7) 0.2419636521/4.1329
Q(0.8) 0.2118553991/4.7202
Q(0.9) 0.1840601251/5.4330
Q(1.0) 0.1586552541/6.3030
Q(1.1) 0.1356660611/7.3710
Q(1.2) 0.1150696701/8.6904
Q(1.3) 0.0968004851/10.3305
Q(1.4) 0.0807566591/12.3829
Q(1.5) 0.0668072011/14.9684
Q(1.6) 0.0547992921/18.2484
Q(1.7) 0.0445654631/22.4389
Q(1.8) 0.0359303191/27.8316
Q(1.9) 0.0287165601/34.8231
Q(2.0) 0.0227501321/43.9558
Q(2.1) 0.0178644211/55.9772
Q(2.2) 0.0139034481/71.9246
Q(2.3) 0.0107241101/93.2478
Q(2.4) 0.0081975361/121.9879
Q(2.5) 0.0062096651/161.0393
Q(2.6) 0.0046611881/214.5376
Q(2.7) 0.0034669741/288.4360
Q(2.8) 0.0025551301/391.3695
Q(2.9) 0.0018658131/535.9593
Q(3.0) 0.0013498981/740.7967
Q(3.1) 0.0009676031/1033.4815
Q(3.2) 0.0006871381/1455.3119
Q(3.3) 0.0004834241/2068.5769
Q(3.4) 0.0003369291/2967.9820
Q(3.5) 0.0002326291/4298.6887
Q(3.6) 0.0001591091/6285.0158
Q(3.7) 0.0001078001/9276.4608
Q(3.8) 0.0000723481/13822.0738
Q(3.9) 0.0000480961/20791.6011
Q(4.0) 0.0000316711/31574.3855

05Generalization to high dimensions

The Q-function can be generalized to higher dimensions:

Q(\mathbf {x} )=\mathbb {P} (\mathbf {X} \geq \mathbf {x} ),

where \mathbf {X} \sim {\mathcal {N}}(\mathbf {0} ,\,\Sigma ) follows the multivariate normal distribution with covariance \Sigma and the threshold is of the form \mathbf {x} =\gamma \Sigma \mathbf {l} ^{*} for some positive vector \mathbf {l} ^{*}>\mathbf {0} and positive constant \gamma >0. As in the one dimensional case, there is no simple analytical formula for the Q-function. Nevertheless, the Q-function can be approximated arbitrarily well as \gamma becomes larger and larger.

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Sources and credits

This article is adapted from the Wikipedia article Q-function, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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