1 | initial version |
I use a python function returning a numerical solution:
f(t) = (1/sqrt(2*pi))*e^(-t^2/2)
F(x) = integral(f,t,-oo,x)
def F_inverse(p):
return find_root(F(x) == p, -10, 10)
2 | No.2 Revision |
I use a python function returning a numerical solution:
f(t) = (1/sqrt(2*pi))*e^(-t^2/2)
F(x) = integral(f,t,-oo,x)
def F_inverse(p):
return find_root(F(x) == p, -10, 10)
To let Sage prove that both solutions are the same use bool
eqn = (erf(-(sqrt(2)*mu-sqrt(2)*t)/(2*sigma)) == erf(-(sqrt(2)*mu)/(2*sigma)+(sqrt(2)*t)/(2*sigma)))
eqn; bool(eqn)