The Inverse of the Cumulative Standard Normal Probability Function
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- 1 August 2003
- journal article
- research article
- Published by Taylor & Francis in Integral Transforms and Special Functions
- Vol. 14 (4) , 281-292
Abstract
Some properties of the inverse of the function $Nlpar x par = lpar1/sqrt{2pi} par vint_{-infty}^{x}e^{-t^2/2},hbox{d}t$ are studied. Its derivatives, integrals and asymptotic behavior are presented.Keywords
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