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Very Simply Explicitly Invertible Approximations of Normal Cumulative and Normal Quantile Function

SORANZO, Alessandro
•
E. Epure
2014
  • journal article

Periodico
APPLIED MATHEMATICAL SCIENCES
Abstract
For the normal cumulative distribution function: Φ(x) we give the new approximation 2**(-22**(1-41**(x/10))) for any x>0, which is very simple (with only integer constants and operations - and / and power elevation **) and is very simply explicitly invertible having 1 entry of x. It has 3 decimals of precision having absolute error less than 0.00013. We compute the inverse which approximates the normal quantile function, or probit, and it has the relative precision of 1 percent (from 0.5) till beyond 0.999. We give an open problem and a noticeable bibliography. We report several other approximations.
DOI
10.12988/ams.2014.45338
Archivio
http://hdl.handle.net/11368/2809524
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84905574612
Diritti
metadata only access
Soggetti
  • normal cumulative dis...

Scopus© citazioni
19
Data di acquisizione
Jun 7, 2022
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Visualizzazioni
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Data di acquisizione
Apr 19, 2024
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