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This paper presents a method for approximation of the standard
normal distribution by using hyperbolic tangent based functions.
The presented approximate formula for the cumulative distribution depends on one
numerical coefficient only, and its accuracy is admissible.
Furthermore, in some particular cases, closed forms of inverse
formulas are derived.
Numerical results of the present method are
compared with those of an existing method.
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참고문헌 (14)
참고문헌 신청
D. Elliott / 1999 / Sigmoidal transformations and the trapezoidal rule / J. Aust. Math. Soc. Ser. B 40 : E77 ~ E137
E. Page / 1977 / Approximation to the cumulative normal function and its inverse for use on a pocket calculator / Appl. Statist. 26 : 75 ~ 76
G. R.Waissi / 1996 / A sigmoid approximation to the standard normal integral / Appl. Math. Comput. 77 : 91 ~ 95
H. Hamaker / 1978 / Approximating the cumulative normal distribution and its inverse / Appl. Statist. 27 : 76 ~ 77
J. D. Vedder / 1993 / An invertible approximation to the normal-distribution function / Comput. Statist. Data Anal. 16 : 119 ~ 123
E. Page / 1977 / Approximation to the cumulative normal function and its inverse for use on a pocket calculator / Appl. Statist. 26 : 75 ~ 76
G. R.Waissi / 1996 / A sigmoid approximation to the standard normal integral / Appl. Math. Comput. 77 : 91 ~ 95
H. Hamaker / 1978 / Approximating the cumulative normal distribution and its inverse / Appl. Statist. 27 : 76 ~ 77
J. D. Vedder / 1993 / An invertible approximation to the normal-distribution function / Comput. Statist. Data Anal. 16 : 119 ~ 123
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