Analytic Error Function and Numeric Inverse Obtained by Geometric Means

Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving us...

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Bibliographic Details
Main Authors: Dmitri Martila, Stefan Groote
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/6/1/26
Description
Summary:Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving useful formulas that approximated the inverse error function. Our approach could be used for applications in high-speed Monte Carlo simulations, where this function is used extensively.
ISSN:2571-905X