Alternative Approximation to the Extreme Normal Tail Probability and its Inverse | ||
| The Egyptian Statistical Journal | ||
| Article 4, Volume 37, Issue 1, June 1993, Pages 47-51 PDF (2.24 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1993.314832 | ||
| 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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