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Approximating the Cumulative Normal Distribution and its Inverse
Author(s) -
Hamaker Hugo C.
Publication year - 1978
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346231
Subject(s) - cumulative distribution function , inverse , mathematics , distribution (mathematics) , normal distribution , truncated normal distribution , calculus (dental) , statistics , mathematical analysis , geometry , probability density function , medicine , dentistry
Summary This note proposes an approximation to the cumulative normal distribution and its inverse which, according to circumstances, is simpler, more accurate, or more convenient than existing formulae.