[EMAIL PROTECTED] (John Uebersax) wrote:
> Both the PHI() and probit() functions are well approximated in
> simple applications (such as calculating confidence intervals)
> by simple polynomial formulas of a few terms. Some of these
> take as few as 2 or 3 lines of code.
You can find an approximation of probit() on my web page
http://www.math.uio.no/~jacklam/notes/invnorm/index.html
Given p it computes z with a relative error of less than 1.15e-9.
Peter
--
"He deals the cards to find the answer / The sacred geometry of chance /
The hidden law of a probable outcome / The numbers lead a dance"
-- Sting (Shape Of My Heart - Ten Summoner's Tales)
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