实用的正态分布近似式

THE PRACTIAL APPROXIMATIONS TO NORMAL DISTRIBUTION FUNCTION AND ITS INVERSE

  • 摘要: 本文作者在积分域替代原理的基础上提出补偿算法,从而导出正态分布函数及其分位数的一些形式简单的近似式。实际计算表明,在同等运算量下,其精度优于常用的同类近似式。

     

    Abstract: The present author proposes a compensation algorithm based on the principle of replacement of integral region and gives some practical approximations to the normal distribution and its inverse as follows: Y_m(u)=\left1-\frac4\pi \sum_i=1^m \theta_i e^-b_i u^2\left(1+c_m u^4\right)\right^\frac12 \sim 2 \Phi(u)-1, m=1,2,, \cdots with maximum error less than 9. 3×10-5 for m=1 and 4×10-6 for m=2, u=\leftu_0^2+d_1 u_0^4+d_2 u_0^0\right^\frac12, \quad u_0^2=-\frac\pi2 \ln (4 p(1-p)) with maximum error less than 1×10-4. These approximations are better than Hastings’ and Yamuti’s formulas.

     

/

返回文章
返回