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Approximating the Cumulative Normal Distribution and its Inverse
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1978
Year
Large DeviationsDensity EstimationEngineeringUncertainty QuantificationCumulative Normal DistributionApproximation MethodInverse ProblemsStatistical InferenceProbability TheoryMathematical StatisticApproximation TheoryStatistics
This note proposes an approximation to the cumulative normal distribution and its inverse which, according to circumstances, is simpler, more accurate, or more convenient than existing formulae.