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 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1993.314832 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| H.Z. Sabry | ||||
| 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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