Complementary error function

Summary

The complementary error function is $\operatorname{erfc} x = 1 - \operatorname{erf} x$, where $\operatorname{erf}$ is the error function. It equals $\frac{2}{\sqrt{\pi}} \int_x^\infty e^{-t^2}\, dt$, the scaled area of the tail of the Gaussian curve. It is the natural function for small tail probabilities of the normal distribution, where computing $1 - \operatorname{erf} x$ directly would lose precision.