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The Percentage Points of the Normal Distribution

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  • J. D. Beasley
  • S. G. Springer

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  • J. D. Beasley & S. G. Springer, 1977. "The Percentage Points of the Normal Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 118-121, March.
    • Handle: RePEc:bla:jorssc:v:26:y:1977:i:1:p:118-121
    DOI: 10.2307/2346889
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    Cited by:

    1. Lihua Zhang & Weiguo Zhang & Weijun Xu & Xiang Shi, 2014. "A Modified Least-Squares Simulation Approach to Value American Barrier Options," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 489-506, December.
    2. Lingling Xu & Hongjie Zhang & Fu Lee Wang, 2023. "Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method," Mathematics, MDPI, vol. 11(3), pages 1-14, January.
    3. Uditha Balasooriya & Sutaip. L. C. Saw, 1999. "A note on approximate moments of progressively censored order statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 117-130.
    4. Pannell, David J, 1988. "A Multivariate Normal Random Number Generator," Discussion Papers 232288, University of Western Australia, School of Agricultural and Resource Economics.
    5. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
    6. R. Guo & C. E. Love, 1994. "Simulating nonhomogeneous poisson processes with proportional intensities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(4), pages 507-522, June.
    7. Ding, Cherng G., 1999. "An efficient algorithm for computing quantiles of the noncentral chi-squared distribution," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 253-259, January.
    8. Huifen Chen, 2001. "Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 312-331, November.
    9. Maria Giuseppina Bruno & Antonio Grande, "undated". "Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie," Working Papers 131/14, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
    10. Thomas Fung & Eugene Seneta, 2018. "Quantile Function Expansion Using Regularly Varying Functions," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1091-1103, December.
    11. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy," ZEW Discussion Papers 98-03, ZEW - Leibniz Centre for European Economic Research.

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