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Computer Evaluation of the Normal and Inverse Normal Distribution Functions

 

作者: RoyC. Milton,   Richard Hotchkiss,  

 

期刊: Technometrics  （Taylor Available online 1969）
卷期: Volume 11, issue 4  

页码: 817-822

 

ISSN:0040-1706

 

年代: 1969

 

DOI:10.1080/00401706.1969.10490740

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

An algorithm involving polynomial approximations for evaluation of the normal distribution function is presented which may be implemented in fast and accurate computer programs of moderate length. Using this approximation and simple two-step Newton-Raphson iteration, the evaluation of the inverse normal distribution function is achieved with reasonable accuracy.

 

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