Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 27, No. 1 (1978), pp. 76-77 (2 pages) This note proposes an approximation to the cumulative normal distribution and its ...
With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...
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 ...