Calculating the inverse of a function involving the error function

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Discussion Overview

The discussion revolves around deriving the inverse cumulative density function, ##F^{-1}##, from a given probability distribution defined over the interval ##[0, \infty)##. The cumulative density function involves the error function and presents challenges in finding an analytic expression for its inverse.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant presents a probability distribution and its cumulative density function, which involves the error function, and expresses a desire to derive an analytic form for the inverse function.
  • Another participant notes the difficulty in obtaining an analytical form for the inverse function and suggests it may be impossible.
  • A third participant expresses uncertainty about the possibility of finding a clever method to derive the inverse function.
  • A later reply asserts that the inverse function cannot be expressed in an analytic form.

Areas of Agreement / Disagreement

Participants generally agree that finding an analytic expression for the inverse function is challenging, with some suggesting it may not be possible. However, there is no consensus on whether a clever method exists to achieve this.

Contextual Notes

The discussion does not resolve the mathematical steps involved in inverting the cumulative density function or the assumptions regarding the parameters of the probability distribution.

ergospherical
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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.
 
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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.
 
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I think it might be. Was just checking if there is a clever way.
 
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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.
 

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