Enhancement for two commonly-used approximations for the inverse cumulative function of the normal distribution

DOI10.1080/03610919708813424zbMATH Open0925.62061OpenAlexW2058887728MaRDI QIDQ4387682FDOQ4387682

Haim Shore

Publication date: 10 August 1998

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813424

zbMATH Keywords

Box-Cox transformationquantile functionSchmeiser's approximationShore's approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Title not available (Why is that?)
• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• Simple Approximations for the Inverse Cumulative Function, the Density Function and the Loss Integral of the Normal Distribution
• A new estimate of skewness with mean-squared error smaller than that of the sample skewness

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