A new algorithm for the normal distribution function

DOI10.1007/BF02564704zbMath0893.62008MaRDI QIDQ1382949

S. M. Husnain Bokhari, Kamal Hussain Khan, Brian D. Bunday

Publication date: 1 April 1998

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Chebyshev polynomialsasymptotic seriesMills' ratiostandard normal integral

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• AS 17

Cites Work

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• The Inverse Gaussian Distribution as a Lifetime Model
• A Stable Algorithm for Computing the Inverse Error Function in the "Tail-End" Region
• A Rapidly Convergent Descent Method for Minimization
• On the Calculation of the Inverse of the Error Function.
• A procedure for summing asymptotic series

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