A new approximation for the cumulative normal distribution (cdf) and its inverse is presented. It is more accurate and convenient than the old ones in the Literature, and gives good agreement with the exact probability up to the first four decimal places. The new approximation for the cdf is particularly useful when the cdf occurs in an expression to be used for further mathematical derivations or in programmers for them.
Ashour, S. (1992). A New Approximation to the Cumulative Normal Distribution and its Inverse. The Egyptian Statistical Journal, 36(2), 168-176. doi: 10.21608/esju.1992.314858
MLA
Samir Kamel Ashour. "A New Approximation to the Cumulative Normal Distribution and its Inverse", The Egyptian Statistical Journal, 36, 2, 1992, 168-176. doi: 10.21608/esju.1992.314858
HARVARD
Ashour, S. (1992). 'A New Approximation to the Cumulative Normal Distribution and its Inverse', The Egyptian Statistical Journal, 36(2), pp. 168-176. doi: 10.21608/esju.1992.314858
VANCOUVER
Ashour, S. A New Approximation to the Cumulative Normal Distribution and its Inverse. The Egyptian Statistical Journal, 1992; 36(2): 168-176. doi: 10.21608/esju.1992.314858
)
View on SCiNiTO