PulseExploreJournal ClubDebatesTrendingResearchersJournals
Instagram
HomeExploreJournal ClubTrending
Synapse
⌘+K
Synapse
January 1, 2014Applied Mathematical Sciences35 citationsOpen Access

Very simply explicitly invertible approximations of normal cumulative and normal quantile function

View Full Paper
ASAlessandro SoranzoEEEmanuela Epure

Key Points

Key points are not available for this paper at this time.

Abstract

For the normal cumulative distribution function: Φ (x) we give the approximation 2** (-22** (1-41** (x/10) ) ) for any x>0, which is very (with only integer constants and operations - and / and power **) and is very simply explicitly invertible having 1 entry of x. has 3 decimals of precision having absolute error less than 0. 00013. We the inverse which approximates the normal quantile function, probit, and it has the relative precision of 1 percent (from 0. 5) till 0. 999. We give an open problem and a noticeable bibliography. report several other approximations.

Ask AI
Helpful
Bookmark
Share
View Full Paper

Cite This Study

Soranzo et al. (2014) studied this question.

synapsesocial.com/papers/6a0fdd7dd8c5cf602efd42c8https://doi.org/10.12988/ams.2014.45338
Ask AI
Helpful
Bookmark
Share
View Full Paper