Computer Evaluation of the Normal and Inverse Normal Distribution Functions
- 1 November 1969
- journal article
- research article
- Published by JSTOR in Technometrics
- Vol. 11 (4) , 817
- https://doi.org/10.2307/1266901
Abstract
An algorithm involving polynomial approximations for evaluation of the normal distribution function is presented which may be implemented in fast and accurate computer programs of moderate length. Using this approximation and simple two-step Newton-Raphson iteration, the evaluation of the inverse normal distribution function is achieved with reasonable accuracy.Keywords
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