Double precision rational approximation algorithms for the standard normal first and second order loss functions

DOI10.1016/J.AMC.2012.08.012MaRDI QIDQ2250265zbMATH OpenOpenAlexFDO

Authors Steven K. De Schrijver, Hendrik Vanmaele, El-Houssaine Aghezzaf

Publication date 4 July 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.08.012

zbMATH Keywords

inventory systemloss functionnormal distributionnormal integralnormal loss integralrational approximationrepeated integrals

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Inventory, storage, reservoirs (90B05)

Recommendations

• Double precision rational approximation algorithm for the inverse standard normal second order loss function
• Double precision rational approximation algorithm for the inverse standard normal first order loss function
• A rational approximation of the inverse normal probability function
• Rapid evaluation of the inverse of the normal distribution function
• A new algorithm for the normal distribution function

Cites work

• A multi-product continuous review inventory system with stochastic demand, backorders, and a budget constraint
• A sigmoid approximation of the standard normal integral
• A simple procedure for determining order quantities under a fill rate constraint and normally distributed lead-time demand
• A Survey of Practical Rational and Polynomial Approximation of Functions
• A uniform approximation to the right normal tail integral
• Algorithm 715: SPECFUN–a portable FORTRAN package of special function routines and test drivers
• Approximate construction of rational approximations and the effect of error autocorrection. Applications
• Bounds, Heuristics, and Approximations for Distribution Systems
• Convergence of the Fraser-Hart Algorithm for Rational Chebyshev Approximation
• Expressions for the normal distribution and repeated normal integrals
• Fisher's repeated normal integral function and shape distributions
• Foundations of inventory management
• scientific article; zbMATH DE number 3216838 (Why is no real title available?)
• Inventory control.
• On the computation of rational approximations to continuous functions
• On the Remez algorithm for non-linear families
• Restrictive Chebyshev rational approximation and applications to heat-conduction problems.
• Simple Approximations for the Inverse Cumulative Function, the Density Function and the Loss Integral of the Normal Distribution

Cited in

(3)

• Piecewise linear lower and upper bounds for the standard normal first order loss function
• Double precision rational approximation algorithm for the inverse standard normal second order loss function
• Double precision rational approximation algorithm for the inverse standard normal first order loss function

Describes a project that uses

Uses Software

• Algorithm 885
• SPECFUN
• NTL

This page was built for publication: Double precision rational approximation algorithms for the standard normal first and second order loss functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2250265)