Complementary error function tail bound ($\frac{e^{-x^2}}{\sqrt{\pi }(x+1/(2x))}<\mathrm{erfc}(x)<\frac{e^{-x^2}}{\sqrt{\pi }x}$)

For every real $x>0$,For a short proof, put $I(x)={\int }_x^{\infty }{e}^{-t^2}dt$. Integration by parts givesThe last integral is positive and strictly smaller than $I(x)/x^2$. Using these two inequalities gives the upper and lower bounds after multiplication by $2/\sqrt{\pi }$. Dividing both bounds by $e^{-x^2}/(\sqrt{\pi }x)$ also proves the leading asymptotic equivalence by the squeeze theorem. For small positive $x$, the bounds remain true but can be loose; they are especially useful when the Gaussian integral tail is already small.