Title :
Approximations to inverse error functions
Author :
Dyer, Justin S. ; Dyer, Stephen A.
fDate :
10/1/2008 12:00:00 AM
Abstract :
We have presented four approximations to the inverse cumulative distribution function of a standard normal random variable. The first two were meant purely as a tool to motivate the other approximations, although either could be useful when extreme accuracy is not required and one doesn\´t venture too far into the tails of the distribution. There are many other such "simple" approximations to FX -1, suitable for use on a hand calculator.
Keywords :
approximation theory; inverse problems; statistical distributions; approximations; inverse cumulative distribution function; inverse error functions; standard normal random variable; Chebyshev approximation; Closed-form solution; Distribution functions; Instruments; Probability density function; Random variables; Statistical analysis; Statistics; Testing;
Journal_Title :
Instrumentation & Measurement Magazine, IEEE
DOI :
10.1109/MIM.2008.4630740