An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function

DOI10.5539/JMR.V2N4P47zbMATH Open1206.60017OpenAlexW1969361959MaRDI QIDQ3070547FDOQ3070547

Authors: Winston Richards, Robin S, M. Raghunadh Acharya, Ashok Sahai 

Publication date: 3 February 2011

Published in: Journal of Mathematics Research (Search for Journal in Brave)

Full work available at URL: http://www.ccsenet.org/journal/index.php/jmr/article/view/5818

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zbMATH Keywords

normal distributionprobabilistic polynomial approximation operator

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (8)

• Approximation to the cumulative normal distribution using hyperbolic tangent based functions
• Formal abstraction and synthesis of parametric stochastic processes
• Accurate RMM-Based Approximations for the CDF of the Normal Distribution
• On point estimation of the abnormality of a Mahalanobis index
• The computation of standard normal distribution integral in any required precision based on reliability method
• Rapid evaluation of the inverse of the normal distribution function
• A rational approximation of the inverse normal probability function
• An invertible approximation to the normal distribution function

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