A New Approximation to the Cumulative Normal Distribution and its Inverse | ||
| The Egyptian Statistical Journal | ||
| Article 1, Volume 36, Issue 2, December 1992, Pages 168-176 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1992.314858 | ||
| Author | ||
| Samir Kamel Ashour | ||
| Abstract | ||
| 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. | ||
| Keywords | ||
| Approximation; Cumulative Normal Distribution Function; Exact Probability; Inverse Function | ||
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