English

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 erf(x)1ex24π+0.147x21+0.147x2erf(x)\cong \sqrt{1-e^{-x^2\frac{\frac{4}{\pi}+0.147x^2}{1+0.147x^2}}} which has error ε(x)<1.25104|\varepsilon (x)| < 1.25 \cdot 10^{-4} x0\forall x \ge 0 till reaching 4 decimals of precision with ε(x)<2.27105|\varepsilon (x)| < 2.27 \cdot 10^{-5}; 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 Φ(x)\Phi (x), of erfc(x)(x) and of the QQ 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

R2 v1 2026-06-21T20:01:04.598Z