Yes, erfinv
http://docs.sympy.org/dev/modules/functions/special.html#sympy.functions.special.error_functions.erfinv
On Sun, Oct 6, 2013 at 10:54 PM, Aaron Meurer <asmeu...@gmail.com> wrote:
>
> On Oct 6, 2013, at 10:13 PM, Matthew Rocklin <mrock...@gmail.com> wrote:
>
> This fails in solve
>
> In [1]: from sympy.stats import *
>
> In [2]: mu = Symbol('mu', real=True, bounded=True)
>
> In [3]: sigma = Symbol('sigma', positive=True)
>
> In [4]: X = Normal('X', mu, sigma)
>
> In [5]: simplify(2 * P(X - mu < 10))
> Out[5]:
> ⎛ ___⎞
> ⎜5⋅╲╱ 2 ⎟
> erf⎜───────⎟ + 1
> ⎝ σ ⎠
>
> In [6]: solve(_ - 0.20, sigma)
> NotImplementedError:
> No algorithms are implemented to solve equation -_Dummy_44 +
> erf(5*sqrt(2)/sigma)
>
> Note that historically in statistics each distribution knew how to
> calculate these things on their own. It was hard coded in. In stats we
> express the problem with statistical operations and use SymPy to generate
> the right equations to solve in each case. This is usually far more
> powerful and extensible but, in this particular case, performs badly. The
> ideal path to solution here is to teach solve how to deal with error
> functions.
>
> Does anyone know how hard this is?
>
>
> Does the error function have an inverse? The variable only appears once in
> the expression, so as long as each function is invertible, solving such
> expressions is easy.
>
> Aaron Meurer
>
>
> On Sun, Oct 6, 2013 at 8:56 PM, Buck Shlegeris
> <buck.shlege...@anu.edu.au>wrote:
>
>> I have the following code, using the statistics module. It answers
>> questions like "If there's a 20% chance that my random variable is within
>> 10 of the mean, what is the standard deviation?" with the call
>> getStdDev(10,20).
>>
>> def getStdDev(distance,confidence):
>> x = Normal(0,1)
>> confidenceDistance = x.confidence(confidence)[1]
>> stddev = confidenceDistance * distance
>> return stddev
>>
>> The statistics module lets me do this with the confidence method.
>> However, the statistics module is deprecated.
>>
>> Is there an equivalent in the stats module?
>>
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