The inverse of the cumulative standard normal probability function

被引：19

作者：

Dominici, DE ^{[1
]}

机构：

[1] Univ Illinois, Dept Math Stat & Comp Sci, Chicago, IL 60607 USA

来源：

INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS | 2003年 / 14卷 / 04期

关键词：

special functions; probability distributions;

D O I：

10.1080/1065246031000081698

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Some properties of the inverse of the function N(x) = 1/root2pi) integral(-infinity)(x) e(-t2/2) dt are studied. Its derivatives, integrals and asymptotic behavior are presented.

引用

页码：281 / 292

页数：12

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