The error function erf(x) and the normal distribution Φ(x) are essentially the same function. The former is more common in math, the latter in statistics. I often have to convert between the two. It’s a simple exercise to move between erf(x)…
Blog Archives
Orthogonal polynomials
This morning I posted some notes on orthogonal polynomials and Gaussian quadrature. “Orthogonal” just means perpendicular. So how can two polynomials be perpendicular to each other? In geometry, two vectors are perpendicular if and only if their dot product of…
Chebyshev polynomials
I posted a four-page set of notes on Chebyshev polynomials on my web site this morning. These polynomials have many elegant properties that are simple to prove. They’re also useful in applications. Mr. Chebyshev may have the honor of the…
