An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function
Winston A. Richards, Stéphane Robin, Ashok Kumar Sahai, M. Raghunadh Acharya · Journal of Mathematics Research · 2010
We propose approximations to the normal distribution function and to its inverse function using single polynomials ineach case. The absolute error of these approximations is significantly less than those of other approximations availablein the literature. We compare all the polynomial approximations empirically by calculating their respective percentageabsolute relative errors.