"Jerry W. Lewis" wrote:

You could avoid loss of precision for small erf values by using
SQRT(inv_gamma(erf_value,0.5,1))
where inv_gamma is the highly accurate equivalent of GAMMAINV from Ian
Smith's VBA library
http://members.aol.com/iandjmsmith/Examples.xls

Unfortunately, the native GAMMAINV function is very crude for the purpose.

The improvment in the inversion algorithm introduced in Excel 2003 means
that GAMMAIN for Excel 2003 or later appears to give at least 6-figure
accuracy, which may be adequate.

Jerry