New approximations for standard normal distribution function

DOI10.1080/03610926.2018.1563166OpenAlexW2916256435WikidataQ128353254 ScholiaQ128353254MaRDI QIDQ5078446

Rima abu-Shareefa, Omar Mohammad Eidous

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1563166

zbMATH Keywords

approximationsnormal distributioncumulative distribution functionmaximum absolute errormean absolute error

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

New tightness lower and upper bounds for the standard normal distribution function and related functions ⋮ Challenges in approximating the Black and Scholes call formula with hyperbolic tangents

Cites Work

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• A uniform approximation to the right normal tail integral
• A sigmoid approximation of the standard normal integral
• An invertible approximation to the normal distribution function
• A Formula for the Approximation of Definite Integrals of the Normal Distribution Function
• A Fairly Accurate Approximation to the Area Under Normal Curve
• Approximations for Hand Calculators Using Small Integer Coefficients
• Accurate RMM-Based Approximations for the CDF of the Normal Distribution
• Calculating Normal Probabilities
• A Close Approximation Related to the Error Function
• The bivariate normal integral

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