Alternatives to Hastings' Approximation to the Inverse of the Normal Cumulative Distribution Function

B. J. R. Bailey

Journal of the Royal Statistical Society Series C, 1981, vol. 30, issue 3, 275-276

Abstract: Two alternatives are given to Hastings' approximation to the inverse of the normal cumulative distribution function: one is adequate for the majority of practical problems, while the other is of use in the extreme tails. Both require fewer constants than Hastings' and have greater accuracy, particularly when measured in terms of relative error.

Date: 1981
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