An invertible approximation to the normal distribution function

DOI10.1016/0167-9473(93)90248-RMaRDI QIDQ2563676zbMATH OpenOpenAlexFDO

Authors John D. Vedder

Publication date 10 November 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90248-r

zbMATH Keywords

Gaussian distributionanalytical approximationcumulative normal distributionclosed form representationGaussian probability integral

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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• scientific article; zbMATH DE number 3806597 (Why is no real title available?)
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• An Approximation to the Probability Integral
• Pocket-Calculator Approximation to the Normal Tail

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• An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function
• Rapid evaluation of the inverse of the normal distribution function
• Inverting random functions
• Double precision rational approximation algorithm for the inverse standard normal first order loss function
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• A sharp Pólya-based approximation to the normal cumulative distribution function
• scientific article; zbMATH DE number 3868492 (Why is no real title available?)
• A rational approximation of the inverse normal probability function
• Functional relationship between the probable error and standard deviation and its series expansions
• A Fairly Accurate Approximation to the Area Under Normal Curve
• scientific article; zbMATH DE number 3878248 (Why is no real title available?)
• Approximations to the normal probability distribution function using operators of continuous-valued logic
• The Inverse of the Cumulative Standard Normal Probability Function
• scientific article; zbMATH DE number 6681920 (Why is no real title available?)
• scientific article; zbMATH DE number 4071341 (Why is no real title available?)
• A new special function and its application in probability

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