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7 Error Functions, Dawson’s and Fresnel IntegralsProperties

§7.8 Inequalities

Let \mathsf{M}\left(x\right) denote Mills’ ratio:

7.8.1 \mathsf{M}\left(x\right)=\frac{\int_{x}^{\infty}e^{-t^{2}}\,\mathrm{d}t}{e^{-x%
^{2}}}=e^{x^{2}}\int_{x}^{\infty}e^{-t^{2}}\,\mathrm{d}t.

(Other notations are often used.) Then

7.8.2 \frac{1}{x+\sqrt{x^{2}+2}}<\mathsf{M}\left(x\right)\leq\frac{1}{x+\sqrt{x^{2}+%
(4/\pi)}},x\geq 0,
7.8.3 \frac{\sqrt{\pi}}{2\sqrt{\pi}x+2}\leq\mathsf{M}\left(x\right)<\frac{1}{x+1},x\geq 0,
7.8.4 \mathsf{M}\left(x\right)<\frac{2}{3x+\sqrt{x^{2}+4}},x>-\tfrac{1}{2}\sqrt{2},
7.8.5 \frac{x^{2}}{2x^{2}+1}\leq\frac{x^{2}(2x^{2}+5)}{4x^{4}+12x^{2}+3}\leq x%
\mathsf{M}\left(x\right)<\frac{2x^{4}+9x^{2}+4}{4x^{4}+20x^{2}+15}<\frac{x^{2}%
+1}{2x^{2}+3},x\geq 0.

Next,

7.8.6 \int_{0}^{x}e^{at^{2}}\,\mathrm{d}t<\frac{1}{3ax}\left(2e^{ax^{2}}+ax^{2}-2%
\right),a,x>0.
7.8.7 \frac{\sinh x^{2}}{x}<{\mathrm{e}}^{x^{2}}F\left(x\right)=\int_{0}^{x}{\mathrm%
{e}}^{t^{2}}\,\mathrm{d}t<\frac{{\mathrm{e}}^{x^{2}}-1}{x},x>0.

The function F\left(x\right)/\sqrt{1-{\mathrm{e}}^{-2x^{2}}} is strictly decreasing for x>0. For these and similar results for Dawson’s integral F\left(x\right) see Janssen (2021).

7.8.8 \operatorname{erf}x<\sqrt{1-{\mathrm{e}}^{-4x^{2}/\pi}},x>0.