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314832

Alternative Approximation to the Extreme Normal Tail Probability and its Inverse

Article

Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.1993.314832

Keywords

approximation, Normal Tail Probability, Inverse Cumulative Normal Distribution

Authors

First Name

H.Z.

Last Name

Sabry

MiddleName

-

Affiliation

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Orcid

-

Volume

37

Article Issue

1

Related Issue

43175

Issue Date

1993-06-01

Receive Date

2023-08-27

Publish Date

1993-06-01

Page Start

47

Page End

51

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314832.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314832

Order

4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Alternative Approximation to the Extreme Normal Tail Probability and its Inverse

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Type

Article

Created At

28 Dec 2024