>>>>>> I presume it's relatively easy to work out the inverse function
>>>>>> for a normal distribution...
>>>>>
>>>>> Actually it's impossible to analytically compute.
>>>>
>>>> Define "analytically".
>>>
>>> As a closed-form expression. As I said, it's still possible to
>>> compute numerically.
>>
>> And Sqrt[2] erf^-1 (2z - 1) doesn't count because...?
>
> erf isn't an elementary function. See:
>
> http://en.wikipedia.org/wiki/Closed-form_expression
>
> http://en.wikipedia.org/wiki/Error_function#Taylor_series
Right. So what you're actually saying is that you can't compute the
confidence interval exactly using a finite number of applications of a
particular arbitrarily chosen set of functions - the elementary functions.
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