Alternatives to Hastings' Approximation to the Inverse of the Normal Cumulative Distribution Function

1 January 1981

journal article
Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics

Vol. 30 (3) , 275
https://doi.org/10.2307/2346351

Abstract

Two alternatives are given to Hastings' approximation to the inverse of the normal cumulative distribution function: one is adequate for the majority of pra...

Keywords

NORMAL CUMULATIVE
PRA
DISTRIBUTION FUNCTION
CUMULATIVE DISTRIBUTION
TWO ALTERNATIVES
HASTINGS
FUNCTION TWO