An invertible approximation to the normal distribution function

DOI10.1016/0167-9473(93)90248-RzbMATH Open0875.62070OpenAlexW2069789379MaRDI QIDQ2563676FDOQ2563676

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

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zbMATH Keywords

Gaussian distributionanalytical approximationcumulative normal distributionclosed form representationGaussian probability integral

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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

Cited In (25)

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• Approximation to the cumulative normal distribution using hyperbolic tangent based functions
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• New approximations for standard normal distribution function
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• A uniform approximation to the right normal tail integral
• A convenient expression for the Boys function
• 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
• Simple General Approximations for a Random Variable and its Inverse Distribution Function Based on Linear Transformations of a Nonskewed Variate
• Approximation of an inverse of the incomplete beta function
• A sharp Pólya-based approximation to the normal cumulative distribution function
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• 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
• Approximations to the normal probability distribution function using operators of continuous-valued logic
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• The Inverse of the Cumulative Standard Normal Probability Function
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• A new special function and its application in probability

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