Re: include inverse error function (erfinv and erfcinv) in Excel.


J

Jerry W. Lewis

No, but you can use the relationship between erf and statistical
distributions to fake it.

erf(x) = GammaDist(x^2,0.5,1,True)
so
erfinv(p) = Sqrt(GammInv(p,0.5,1))

erfc(x) = ChiDist(2*x^2,1)
so
erfcinv(p) = Sqrt(ChiInv(p,1)/2)

The ChiDist function is much more accurate for large x than the ATP erfc
function. The Inv functions are useless for p's associated with x > 3.5
in Excel versions prior to 2003.

Jerry
 
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