Sabry, H. (1993). Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. The Egyptian Statistical Journal, 37(1), 47-51. doi: 10.21608/esju.1993.314832
H.Z. Sabry. "Alternative Approximation to the Extreme Normal Tail Probability and its Inverse". The Egyptian Statistical Journal, 37, 1, 1993, 47-51. doi: 10.21608/esju.1993.314832
Sabry, H. (1993). 'Alternative Approximation to the Extreme Normal Tail Probability and its Inverse', The Egyptian Statistical Journal, 37(1), pp. 47-51. doi: 10.21608/esju.1993.314832
Sabry, H. Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. The Egyptian Statistical Journal, 1993; 37(1): 47-51. doi: 10.21608/esju.1993.314832
Alternative Approximation to the Extreme Normal Tail Probability and its Inverse
This paper proposes a simple approximation to the normal tail probability and its inverse. Results show that it works well on a larger interval compared with similar methods. Its accuracy is better than that of other schemes especially in approximating smaller values of the normal tail probability and its inverse.