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.
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
MLA
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
HARVARD
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
VANCOUVER
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
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