ABSTRACT

Care must be exercised in using Equation E.6 numerically because the error is only less than the absolute value of the last term retained. Also for large x, the continued fraction expression given below may be used:

erfc(x) = π −1 / 2 exp(−x2)

x + 1

2x + 2

x + 3

2x + 4

x + 5

2x + 6

x + · · · (E.7) See Press et al. (1992, p. 163) for an efficient way to evaluate continued fractions.