DocumentCode
870797
Title
Approximations to inverse error functions
Author
Dyer, Justin S. ; Dyer, Stephen A.
Volume
11
Issue
5
fYear
2008
fDate
10/1/2008 12:00:00 AM
Firstpage
32
Lastpage
36
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;
fLanguage
English
Journal_Title
Instrumentation & Measurement Magazine, IEEE
Publisher
ieee
ISSN
1094-6969
Type
jour
DOI
10.1109/MIM.2008.4630740
Filename
4630740
Link To Document