Resumo

ALAMILLA-LOPEZ, Jorge Luis. An Approximation to the Probability Normal Distribution and its Inverse. Ing. invest. y tecnol. [online]. 2015, vol.16, n.4, pp.605-611. ISSN 2594-0732.

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.

Palavras-chave : normal distribution; inverse; absolute error; relative error.