An Approximation to the Probability Normal Distribution and its Inverse
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| Format: | Artículo científico |
| Sprache: | en |
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Universidad Nacional Autónoma de México
2015
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| _version_ | 1876480025583157248 |
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| author | Jorge Luis Alamilla-López |
| author_facet | Jorge Luis Alamilla-López |
| contents | An Approximation to the Probability Normal Distribution and its Inverse Jorge Luis Alamilla-López Ingeniería inverse inverse absolute error absolute error relative error Mathematical functions are used to compute Normal probabilities, which absolute errors are small; however their large relative errors make them unsuitable to compute structural failure probabilities or to compute the menace curves of natural hazards. In this work new mathematical functions are proposed to compute Normal probabilities and their inverses in an easy and accurate way. These functions are valid over a wide range of random variable and are useful in applications where computational speed and efficiency are required. In addition, these functions have the advantage that the numerical correspondence between the random value X = x and its Normal probability Φ (-x) is bijective. 2015 artículo científico 1405-7743 https://www.redalyc.org/articulo.oa?id=40442598012 en http://www.redalyc.org/revista.oa?id=404 Ingeniería. Investigación y Tecnología application/pdf Universidad Nacional Autónoma de México Ingeniería. Investigación y Tecnología (México) Num.4 Vol.XVI |
| format | Artículo científico |
| id | redalyc_40442598012 |
| institution | Redalyc |
| language | en |
| publishDate | 2015 |
| publisher | Universidad Nacional Autónoma de México |
| spellingShingle | An Approximation to the Probability Normal Distribution and its Inverse Jorge Luis Alamilla-López Ingeniería inverse inverse absolute error absolute error relative error An Approximation to the Probability Normal Distribution and its Inverse Jorge Luis Alamilla-López Ingeniería inverse inverse absolute error absolute error relative error Mathematical functions are used to compute Normal probabilities, which absolute errors are small; however their large relative errors make them unsuitable to compute structural failure probabilities or to compute the menace curves of natural hazards. In this work new mathematical functions are proposed to compute Normal probabilities and their inverses in an easy and accurate way. These functions are valid over a wide range of random variable and are useful in applications where computational speed and efficiency are required. In addition, these functions have the advantage that the numerical correspondence between the random value X = x and its Normal probability Φ (-x) is bijective. 2015 artículo científico 1405-7743 https://www.redalyc.org/articulo.oa?id=40442598012 en http://www.redalyc.org/revista.oa?id=404 Ingeniería. Investigación y Tecnología application/pdf Universidad Nacional Autónoma de México Ingeniería. Investigación y Tecnología (México) Num.4 Vol.XVI |
| title | An Approximation to the Probability Normal Distribution and its Inverse |
| topic | Ingeniería inverse inverse absolute error absolute error relative error |
| url | https://www.redalyc.org/articulo.oa?id=40442598012 |