Inverse cumulative standard Gaussian distribution
    Based on Winitzki, S. (2008)

def inv_std_norm_cdf(x):
    """
    Inverse cumulative standard Gaussian distribution
    Based on Winitzki, S. (2008)
    """
    z = 2*x -1
    ln1z2 = np.log(1-z**2)
    a = 8*(np.pi -3)/(3*np.pi*(4-np.pi))
    b = 2/(np.pi * a) + ln1z2/2
    inv_erf = np.sign(z) * np.sqrt( np.sqrt(b**2 - ln1z2/a) - b )
    return np.sqrt(2) * inv_erf