E. Epure

most citedPractical Explicitly Invertible Approximation to 4 Decimals of Normal Cumulative Distribution Function Modifying Winitzki's Approximation of erf

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math.ST2012★ 1 cited

Practical Explicitly Invertible Approximation to 4 Decimals of Normal Cumulative Distribution Function Modifying Winitzki's Approximation of erf

Alessandro Soranzo, Emanuela Epure

We give a new explicitly invertible approximation of the normal cumulative distribution function: $Φ (x) ≃ 1/2 + 1/2 1 - e^{- x^{2} \frac{17 + x ^{2}}{26.694 + 2 x ^{2}}}$ , $\foral…