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Approximations to the Inverse Cumulative Normal Function for Use on Hand Calculators

Bruce W. Schmeiser

Journal of the Royal Statistical Society Series C, 1979, vol. 28, issue 2, 175-176

Abstract: A new approximation to the inverse normal function is compared to two previously published approximations. The new approximation is accurate further into the distribution tails and is simple to compute.

Date: 1979
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