Double precision rational approximation algorithm for the inverse standard normal second order loss function

DOI10.1016/J.AMC.2013.12.192zbMath1410.65518OpenAlexW2171332230MaRDI QIDQ1646103

Hendrik Vanmaele, El-Houssaine Aghezzaf, Steven K. De Schrijver

Publication date: 22 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.192

zbMATH Keywords

loss functionnormal distributionrational approximationrepeated integralsinventory systemnormal integral

Mathematics Subject Classification ID

Numerical algorithms for computer arithmetic, etc. (65Y04)

Uses Software

• Algorithm 885
• AS 241

Cites Work

• Approximate construction of rational approximations and the effect of error autocorrection. Applications
• A uniform approximation to the right normal tail integral
• Restrictive Chebyshev rational approximation and applications to heat-conduction problems.
• A sigmoid approximation of the standard normal integral
• Expressions for the normal distribution and repeated normal integrals
• On the Remez algorithm for non-linear families
• On the computation of rational approximations to continuous functions
• Bounds, Heuristics, and Approximations for Distribution Systems
• Simple Approximations for the Inverse Cumulative Function, the Density Function and the Loss Integral of the Normal Distribution
• Convergence of the Fraser-Hart Algorithm for Rational Chebyshev Approximation
• A Survey of Practical Rational and Polynomial Approximation of Functions

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