The inverse of the cumulative standard normal probability function. (English) Zbl 1035.60009
Summary: Some properties of the inverse of the function \(N(x)=(1/ \sqrt {2\pi}) \int^x_{-\infty} e^{-t^2/2}dt\) are studied. Its derivatives, integrals and asymptotic behavior are presented.
MSC:
| 60E05 | Probability distributions: general theory |
| 33B20 | Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) |
References:
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