I Calculating the inverse of a function involving the error function

AI Thread Summary
The discussion centers on deriving the inverse cumulative density function, F^{-1}, from the given probability distribution function, f(x). The cumulative density function, F(x), involves an integral that includes the error function, making it complex. Participants note that finding an analytic expression for the inverse function appears to be very challenging, if not impossible. The consensus is that there may not be a clever method to achieve an analytic form for F^{-1}(x). Overall, the difficulty lies in the nature of the error function and the resulting complexity of the cumulative density function.
ergospherical
Science Advisor
Homework Helper
Education Advisor
Insights Author
Messages
1,098
Reaction score
1,385
I have a probability distribution over the interval ##[0, \infty)## given by $$f(x) = \frac{x^2}{2\sqrt{\pi} a^3} \exp\left(- \frac{x^2}{4a^2} \right)$$From this I want to derive a formula for the inverse cumulative density function, ##F^{-1}##. The cumulative density function is a slightly nasty-looking but doable integral involving the error function,$$F(x) = \mathrm{erf}\left( \frac{x}{2a} \right) - \frac{x}{\sqrt{\pi} a} \exp \left( -\frac{x^2}{4a^2} \right)$$So it remains to invert this. Ideally I would like to find an analytic expression, but I haven't had much success.
 
Mathematics news on Phys.org
For a=1 the plot is
1712272242615.png


So the expected plot of the inverse function is

1712272420660.png

It seems difficult to get the anaytical form if not impossible.
 
I think it might be. Was just checking if there is a clever way.
 
The inverse function $$ F^{-1}(x) $$ of the cumulative density function $$ F(x) = erf(\frac{x}{2a}) – \frac{x}{\sqrt\pi a} exp(-\frac{x^2}{4a^2}) $$ can not be expressed in an analytic form.
 
Seemingly by some mathematical coincidence, a hexagon of sides 2,2,7,7, 11, and 11 can be inscribed in a circle of radius 7. The other day I saw a math problem on line, which they said came from a Polish Olympiad, where you compute the length x of the 3rd side which is the same as the radius, so that the sides of length 2,x, and 11 are inscribed on the arc of a semi-circle. The law of cosines applied twice gives the answer for x of exactly 7, but the arithmetic is so complex that the...
Thread 'Unit Circle Double Angle Derivations'
Here I made a terrible mistake of assuming this to be an equilateral triangle and set 2sinx=1 => x=pi/6. Although this did derive the double angle formulas it also led into a terrible mess trying to find all the combinations of sides. I must have been tired and just assumed 6x=180 and 2sinx=1. By that time, I was so mindset that I nearly scolded a person for even saying 90-x. I wonder if this is a case of biased observation that seeks to dis credit me like Jesus of Nazareth since in reality...
Fermat's Last Theorem has long been one of the most famous mathematical problems, and is now one of the most famous theorems. It simply states that the equation $$ a^n+b^n=c^n $$ has no solutions with positive integers if ##n>2.## It was named after Pierre de Fermat (1607-1665). The problem itself stems from the book Arithmetica by Diophantus of Alexandria. It gained popularity because Fermat noted in his copy "Cubum autem in duos cubos, aut quadratoquadratum in duos quadratoquadratos, et...
Back
Top