Ask Your Question

Revision history [back]

click to hide/show revision 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)

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)