The tail function is the area under the normal distribution N(0,1) between *x* and +∞:

- ${\mbox{T}}(x)=\int \limits _{x}^{\infty }{{1 \over {\sqrt {2\pi }}}\exp \left({-{{y^{2}} \over 2}}\right)dy}$

For *x* > 6.5, the tail function can be approximated as:

- ${\mbox{T}}(x)={1 \over {x{\sqrt {2\pi }}}}\exp \left({-{{x^{2}} \over 2}}\right)$