Calculating Normal Probabilities

DOI10.2307/2974857zbMath0819.60022OpenAlexW4244190454MaRDI QIDQ4698458

Richard J. Bagby

Publication date: 6 September 1995

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2974857

zbMATH Keywords

quadrature formulaRichardson extrapolationapproximation of the distribution function of the standard normal distribution

Mathematics Subject Classification ID

Distribution theory (60E99)

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