I was reading up on the formula for a Gaussian CDF:
$\Phi(x) = \frac12 [1 + $erf$(\frac{x}{\sqrt{2}})]$
where erf(x) is defined as:
erf$(x) = \frac{2}{\sqrt{\pi}} $$\int_0^x e^{-t^2} \,dt$
My question is, what is the $t$ variable in the formula, and how do I calculate it?
Thanks to anyone that can offer some help.