A New Special Function and Its Application in Probability

In this note we present a new special function that behaves like the error function and we provide an approximated accurate closed form for its CDF in terms of both Chèbyshev polynomials of the first kind and the error function. Also we provide its series representation using Padé approximant. We sh...

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Main Authors: Zeraoulia Rafik, Alvaro H. Salas, David L. Ocampo
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2018/5146794
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author Zeraoulia Rafik
Alvaro H. Salas
David L. Ocampo
author_facet Zeraoulia Rafik
Alvaro H. Salas
David L. Ocampo
author_sort Zeraoulia Rafik
collection DOAJ
description In this note we present a new special function that behaves like the error function and we provide an approximated accurate closed form for its CDF in terms of both Chèbyshev polynomials of the first kind and the error function. Also we provide its series representation using Padé approximant. We show a convincing numerical evidence about an accuracy of 10-6 for the approximants in the sense of the quadratic mean norm. A similar approach may be applied to other probability distributions, for example, Maxwell–Boltzmann distribution and normal distribution, such that we show its application using both of those distributions.
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institution Kabale University
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language English
publishDate 2018-01-01
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series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-a0f1c649cf454c3390ba727a1a58f78a2025-02-03T01:03:05ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252018-01-01201810.1155/2018/51467945146794A New Special Function and Its Application in ProbabilityZeraoulia Rafik0Alvaro H. Salas1David L. Ocampo2University Batna, AlgeriaUniversidad Nacional de Colombia, ColombiaUniversidad Nacional de Colombia, ColombiaIn this note we present a new special function that behaves like the error function and we provide an approximated accurate closed form for its CDF in terms of both Chèbyshev polynomials of the first kind and the error function. Also we provide its series representation using Padé approximant. We show a convincing numerical evidence about an accuracy of 10-6 for the approximants in the sense of the quadratic mean norm. A similar approach may be applied to other probability distributions, for example, Maxwell–Boltzmann distribution and normal distribution, such that we show its application using both of those distributions.http://dx.doi.org/10.1155/2018/5146794
spellingShingle Zeraoulia Rafik
Alvaro H. Salas
David L. Ocampo
A New Special Function and Its Application in Probability
International Journal of Mathematics and Mathematical Sciences
title A New Special Function and Its Application in Probability
title_full A New Special Function and Its Application in Probability
title_fullStr A New Special Function and Its Application in Probability
title_full_unstemmed A New Special Function and Its Application in Probability
title_short A New Special Function and Its Application in Probability
title_sort new special function and its application in probability
url http://dx.doi.org/10.1155/2018/5146794
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