Analytic Error Function and Numeric Inverse Obtained by Geometric Means

Abstract

Using geometric considerations, we provide a clear derivation of the integral representation for the error function, known as the Craig formula. We calculate the corresponding power series expansion and prove the convergence. The same geometric means finally help to systematically derive handy formulas that approximate the inverse error function. Our approach can be used for applications in e.g. high-speed Monte Carlo simulations where this function is used extensively.