Sabry, H. (1993). Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. test, 37(1), 47-51. doi: 10.21608/esju.1993.314832
H.Z. Sabry. "Alternative Approximation to the Extreme Normal Tail Probability and its Inverse". test, 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', test, 37(1), pp. 47-51. doi: 10.21608/esju.1993.314832
Sabry, H. Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. test, 1993; 37(1): 47-51. doi: 10.21608/esju.1993.314832

Alternative Approximation to the Extreme Normal Tail Probability and its Inverse

The Egyptian Statistical Journal
Article 4, Volume 37, Issue 1, June 1993, Pages 47-51
Document Type: Original Article
DOI: 10.21608/esju.1993.314832
Author
H.Z. Sabry
Abstract
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.
Keywords
Approximation; Normal Tail Probability; Inverse Cumulative Normal Distribution
Statistics
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