Simply Explicitly Invertible Approximations to 4 Decimals of Error Function and Normal Cumulative Distribution Function
Computation
2012-01-09 v1
Abstract
We improve the Modified Winitzki's Approximation of the error function which has error till reaching 4 decimals of precision with ; also reducing slightly the relative error. Old formula and ours are both explicitly invertible, essentially solving a biquadratic equation, after obvious substitutions. Then we derive approximations to 4 decimals of normal cumulative distribution function , of erfc and of the function (or cPhi).
Cite
@article{arxiv.1201.1320,
title = {Simply Explicitly Invertible Approximations to 4 Decimals of Error Function and Normal Cumulative Distribution Function},
author = {A. Soranzo and E. Epure},
journal= {arXiv preprint arXiv:1201.1320},
year = {2012}
}
Comments
3 pages, 1 figure, 1 table