An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function

Winston A. Richards, Robin s, Ashok Sahai, M. Raghunadh Acharya


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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Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

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