Alternative Approximation to the Extreme Normal Tail Probability and its Inverse
Sabry, H. (1993). Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. EKB Journal Management System, 37(1), 47-51. doi: 10.21608/esju.1993.314832
H.Z. Sabry. "Alternative Approximation to the Extreme Normal Tail Probability and its Inverse". EKB Journal Management System, 37, 1, 1993, 47-51. doi: 10.21608/esju.1993.314832
Sabry, H. (1993). 'Alternative Approximation to the Extreme Normal Tail Probability and its Inverse', EKB Journal Management System, 37(1), pp. 47-51. doi: 10.21608/esju.1993.314832
Sabry, H. Alternative Approximation to the Extreme Normal Tail Probability and its Inverse. EKB Journal Management System, 1993; 37(1): 47-51. doi: 10.21608/esju.1993.314832

Alternative Approximation to the Extreme Normal Tail Probability and its Inverse

The Egyptian Statistical Journal
Article 4, Volume 37, Issue 1, June 1993, Page 47-51  XML PDF (2.24 MB)
Document Type: Original Article
DOI: 10.21608/esju.1993.314832
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Author
H.Z. Sabry
King Abdul Aziz University,Saudi Arabia
Abstract
This paper proposes a simple approximation to the normal tail probability and its inverse. Results show that it works well on a larger interval compared with similar methods. Its accuracy is better than that of other schemes especially in approximating smaller values of the normal tail probability and its inverse.
Keywords
Approximation; Normal Tail Probability; Inverse Cumulative Normal Distribution
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