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314858

A New Approximation to the Cumulative Normal Distribution and its Inverse

Article

Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.1992.314858

Keywords

approximation, Cumulative Normal Distribution Function, Exact Probability, Inverse Function

Authors

First Name

Samir

Last Name

Ashour

MiddleName

Kamel

Affiliation

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Email

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City

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Orcid

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Volume

36

Article Issue

2

Related Issue

43182

Issue Date

1992-12-01

Receive Date

2023-08-28

Publish Date

1992-12-01

Page Start

168

Page End

176

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314858.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314858

Order

1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

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

MainTitle

A New Approximation to the Cumulative Normal Distribution and its Inverse

Details

Type

Article

Created At

28 Dec 2024