Accelerating convergence of the continued fraction for the normal integral

DOI10.1007/BF03167331zbMath1306.65003MaRDI QIDQ2258367

Isao Nakayama

Publication date: 3 March 2015

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence accelerationcontinued fractiontailnormal distribution functionmodifying factor

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05)

Cites Work

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• Converging factors for continued fractions. I, II
• Continued fraction approximation to functions
• Tales About Tails
• Yet another series for the normal integral
• Effect of Linear Truncation on a Multinormal Population
• INEQUALITIES FOR THE NORMAL INTEGRAL INCLUDING A NEW CONTINUED FRACTION
• An Inequality for Mill's Ratio