English

The inverse of the cumulative standard normal probability function

Classical Analysis and ODEs 2007-05-23 v1 Probability

Abstract

Some properties of the inverse of the Normal distribution are studied. Its derivatives, integrals and asymptotic behavior are presented.

Keywords

Cite

@article{arxiv.math/0306264,
  title  = {The inverse of the cumulative standard normal probability function},
  author = {Diego Dominici},
  journal= {arXiv preprint arXiv:math/0306264},
  year   = {2007}
}