/

Nematrian Reference Library

[this page | back links]

Set out below is information (held by the Nematrian website) on the reference you have selected

Pages on this website that contain links to this reference include MnInverseNormal

Researcher Summary "Some years ago, I was searching for a free, fast, and accurate way of computing the inverse normal cumulative distribution function. The search gave no satisfactory results, so I decided to write an algorithm of my own. This is the result – an algorithm with a relative error less than 1.15 × 10-9 in the entire region. Later I found some other algorithms for computing the inverse of the normal cumulative distribution function. One of these is more accurate than this algorithm. All algorithms that I know of are listed in the section Other algorithms below. Feel free to use my algorithm any way you want. The algorithm has been implemented in several computer languages, so before you write your own implementation, have a look at the section Computer implementations. The implementations there are free for everyone to use."

See here to choose a new Category/Sub-Category or here for a list of all references held by the Nematrian website. Please contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.

---