You will have to go to the App Store - Select App Store icon on your iPhone and then go to the Search tab within the App Store. In the Search field type the name of the app you have deleted accidentally. Once you've found the right application through the search results select the App name & when you see Free or the cost of the app click on it. This will re-download the app for you.
Another route is, if you have synced your iPhone with iTunes before and this app was available on your phone then you can also sync the app back to your phone.