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Inverse Erf


InverseErf

The inverse erf function is the inverse function erf^(-1)(z) of the erf function erf(x) such that

erf(erf^(-1)(x))=x
(1)
erf^(-1)(erf(x))=x,
(2)

with the first identity holding for -1<x<1 and the second for x in R. It is implemented in the Wolfram Language as InverseErf[x].

It is an odd function since

 erf^(-1)(x)=-erf^(-1)(-x).
(3)

It has the special values

erf^(-1)(-1)=-infty
(4)
erf^(-1)(0)=0
(5)
erf^(-1)(1)=infty.
(6)

It is apparently not known if

 erf^(-1)(1/2)=0.47693627...
(7)

(OEIS A069286) can be written in closed form.

It satisfies the equation

 erf^(-1)(x)=erfc^(-1)(1-x),
(8)

where erfc^(-1)(x) is the inverse erfc function.

It has the derivative

 d/(dx)erf^(-1)(x)=1/2sqrt(pi)e^([erf^(-1)(x)]^2),
(9)

and its integral is

 interf^(-1)(x)dx=-(e^(-[erf^(-1)(x)]^2))/(sqrt(pi))
(10)

(which follows from the method of Parker 1955).

Definite integrals are given by

int_0^1erf^(-1)(z)dz=1/(sqrt(pi))
(11)
=0.564189582...
(12)
int_0^1ln[erf^(-1)(z)]dz=-(1/2gamma+ln2)
(13)
=-0.98175...
(14)

(OEIS A087197 and A114864), where gamma is the Euler-Mascheroni constant and ln2 is the natural logarithm of 2.

The Maclaurin series of erf^(-1)(x) is given by

 erf^(-1)(x)=sqrt(pi)(1/2x+1/(24)pix^3+7/(960)pi^2x^5+(127)/(80640)pi^3x^7+...)
(15)

(OEIS A002067 and A007019). Written in simplified form so that the coefficient of x is 1,

 erf^(-1)((2x)/(sqrt(pi)))=x+1/3x^3+7/(30)x^5+(127)/(630)x^7+...
(16)

(OEIS A092676 and A092677). The nth coefficient of this series can be computed as

 a_n=(c_n)/(2n+1),
(17)

where c_n is given by the recurrence equation

 c_n=sum_(k=0)^(n-1)(c_kc_(n-1-k))/((k+1)(2k+1))
(18)

with initial condition c_0=1.

Taking the natural logarithm of the normalized quotient gives the Maclaurin series

 ln((2erf^(-1)(z))/(sqrt(pi)z))=(piz^2)/(12)+(pi^2z^4)/(90)+(193pi^3z^6)/(90720)+(143pi^4z^8)/(302400)+(27319pi^5z^(10))/(239500800)+....
(19)

After factoring pi^n from the coefficient of z^(2n), the numerators are 1, 1, 193, 143, 27319, ... (OEIS A114859) and the denominators are 12, 90, 90720, 302400, 239500800, ... (OEIS A114860).


See also

Confidence Interval, Erf, Inverse Erfc, Probable Error

Related Wolfram sites

https://functions.wolfram.com/GammaBetaErf/InverseErf/, https://functions.wolfram.com/GammaBetaErf/InverseErf2/

Explore with Wolfram|Alpha

References

Bergeron, F.; Labelle, G.; and Leroux, P. Ch. 5 in Combinatorial Species and Tree-Like Structures. Cambridge, England: Cambridge University Press, 1998.Carlitz, L. "The Inverse of the Error Function." Pacific J. Math. 13, 459-470, 1963.Parker, F. D. "Integrals of Inverse Functions." Amer. Math. Monthly 62, 439-440, 1955.Sloane, N. J. A. Sequences A002067/M4458, A007019/M3126, A069286, A087197, A092676, A092677, A114859, A114860, and A114864 in "The On-Line Encyclopedia of Integer Sequences."

Referenced on Wolfram|Alpha

Inverse Erf

Cite this as:

Weisstein, Eric W. "Inverse Erf." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/InverseErf.html

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