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AN EFFICIENT POLYNOMIAL APPROXIMATION TO THE NORMAL DISTRIBUTION FUNCTION AND ITS INVERSE FUNCTION

Neha Mittal, Dr. Pardeep Goel
Page No. : 35-38

ABSTRACT

We propose approximations to the normal distribution function and to its inverse function using single polynomials in each case. The absolute error of these approximations is significantly less than those of other approximations available in the literature. We compare all the polynomial approximations empirically by calculating their respective percentage absolute relative errors.


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