Calculating the inverse of a function involving the error function

In summary, calculating the inverse of a function that involves the error function requires understanding the properties of the error function itself, which is a non-linear and non-elementary function. To find the inverse, one often uses numerical methods or approximations, as a closed-form solution may not be available. Techniques such as fixed-point iteration or Newton's method can be employed to estimate the inverse values. Additionally, transformations and substitutions can simplify the process, allowing for the evaluation of the inverse in specific cases.
  • #1
ergospherical
1,063
1,348
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
  • #2
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.
 
  • Like
Likes Gavran
  • #3
I think it might be. Was just checking if there is a clever way.
 
  • Skeptical
Likes Gavran
  • #4
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.
 

Similar threads

Replies
5
Views
1K
Replies
3
Views
2K
Replies
4
Views
3K
Replies
7
Views
1K
Replies
6
Views
1K
Back
Top