hey mate,

exact solution I had, however I was trying to find an analytical expression for inv_erf(x), do you think it exists? I'm gonna keep working at it!

great problem through, I'm consider a Laplace transform technique... hopefully it will point me in the right direction

i.e. you have

erf( (x-mu/(sqrt(2)*sigma) ) = (K- 1)/(K + 1)

this is obviously an integral equation which when utilising Laplace (or Fourier transforms) may yield an analytical solution.


Cheers again for the problem, really enjoyed working on it!

David

ps - I do have one discrepency with you solution,

I have erf(...) = (1-K)/(1+K)

on your second line, are you sure you have the K on the correct side?