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Details for article 5 of 23 found articles
| Title: |
An intermediate-precision approximation of the inverse cumulative normal distribution |
| Author: |
Bogen, Kenneth T. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 22 (1993) nr. 3 pages 797-801 |
| Year: |
1993 |
| Contents: |
Accurate methods used to evaluate the inverse of the standard normal cumulative distribution function at probability ρ commonly used today are too cumbersome and/or slow to obtain a large number of evaluations reasonably quickly, e.g., as required in certain Monte Carlo applications. Previously reported simple approximations all have a maximum absolute error εm > 10-4 for a ρ-range of practical concern, such as Min[ρ,l-ρ]≥10-6. An 11-term polynomial-based approximationis presented for which εm > 10-6 in this range. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 5 of 23 found articles
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