Simply Explicitly Invertible Approximations to 4 Decimals of Error Function and Normal Cumulative Distribution Function

Abstract

We improve the Modified Winitzki's Approximation of the error function $erf(x)\cong \sqrt{1-e^{-x^2\frac{\frac{4}{\pi }+0.147x^2}{1+0.147x^2}}}$ which has error $|\epsilon (x)|<1.25\cdot 10^{-4}$ $\forall x\ge 0$ till reaching 4 decimals of precision with $|\epsilon (x)|<2.27\cdot 10^{-5}$; also reducing slightly the relative error. Old formula and ours are both explicitly invertible, essentially solving a biquadratic equation, after obvious substitutions. Then we derive approximations to 4 decimals of normal cumulative distribution function $\Phi (x)$, of erfc$(x)$ and of the $Q$ function (or cPhi).

arXiv comment3 pages, 1 figure, 1 table

Cited by in corpus (2)

• Arbitrarily Accurate Analytical Approximations for the Error Function
• Practical Explicitly Invertible Approximation to 4 Decimals of Normal Cumulative Distribution Function Modifying Winitzki's Approximation of erf