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

analytical approximationclosed form representationcumulative normal distributionGaussian distributionGaussian probability integral

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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• An Approximation to the Probability Integral
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• Pocket-Calculator Approximation to the Normal Tail

Cited in

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• A rational approximation of the inverse normal probability function
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• Double precision rational approximation algorithm for the inverse standard normal first order loss function
• Accurate analytical approximation for normalized diode characteristic
• scientific article; zbMATH DE number 6681920 (Why is no real title available?)
• An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function
• scientific article; zbMATH DE number 3868492 (Why is no real title available?)
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• A Fairly Accurate Approximation to the Area Under Normal Curve
• A Pocket-Calculator Approximation to the Inverse Normal Tail Probability Function
• Approximation to the cumulative normal distribution using hyperbolic tangent based functions
• Simple General Approximations for a Random Variable and its Inverse Distribution Function Based on Linear Transformations of a Nonskewed Variate
• scientific article; zbMATH DE number 4071341 (Why is no real title available?)
• Calculating inverse cv, skew and pwm functions for pearson-3, log-normal, extreme-value and log-logistic distributions
• scientific article; zbMATH DE number 1107630 (Why is no real title available?)
• The Inverse of the Cumulative Standard Normal Probability Function
• Approximations to the normal probability distribution function using operators of continuous-valued logic
• Accurate RMM-Based Approximations for the CDF of the Normal Distribution
• On secant approximations to cumulative distribution functions
• New approximations for standard normal distribution function
• Functional relationship between the probable error and standard deviation and its series expansions
• A convenient expression for the Boys function
• Approximation of an inverse of the incomplete beta function
• Some simple full-range inverse-normal approximations

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