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Inconsistent result with inverse function in Wolfram Alpha?

Posted 1 year ago

Sorry to flag something that may seem obvious, but I have tried these two inverse function with inconsistent result:

A. inverse exp( -exp(-(x-a)/b)) results in a - b log(-log(x))

while...

B. inverse exp( -exp(-(x-u)/g)) results in x + g log(-log(u))

Observe the variable a=u and b=g placements. Did I miss something here? Thank you for any help given.

POSTED BY: Budana P
5 Replies

InverseFunction applied to expressions with more than one symbol does not work, of course. The function has to be declared as a map and for the symbols regarded as the coordinates of the manifold to be mapped. Position in the sequence of variables and its total lenght have to be given in order to constract the partial inverses as a function. Its a similar problem in the algebra of functions of several variables in Derivative, if switching from the mathematical pictorial display to algorithms.

      InverseFunction[Function[{x, u, g}, Exp[-Exp[(x - u)/g]]], 2, 3]

     Function[{x, u, g}, x + g Log[1/Log[1/u]]]
POSTED BY: Roland Franzius
Posted 1 year ago

Apologies, but I am using Wolfram Alpha (web) and the expression as described did not work. Any basic reference that I could read?

POSTED BY: Budana P

This is easy

Solve[ y ==  Exp[- Exp[-(a-x)/b]], b ]

Attempts to use InverseFunction on 'alpha' did not work for me.

POSTED BY: Roland Franzius
Posted 1 year ago

Actually, I was trying to reproduce the inverse of the CDF of the Gumbel distribution linked here wiki Gumbel distribution - see the section of Random variate generation - of which the CDF is Gumbel CDF , and the inverse should be inverse of the CDF , which is not the same as the result of the solve function in Alpha.

POSTED BY: Budana P

You could try “inverse…with respect to x” and see if that improves matters.

POSTED BY: Daniel Lichtblau
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