A uniform approximation to the right normal tail integral

Applied Mathematics and Computation

Volumn 127, Issue 2-3, 2002, Pages 365-374

  Bryc, W ^a  

^a UNIVERSITY OF CINCINNATI   (United States)

Author keywords

Calculator approximation; Cumulative normal distribution; Mill's ratio

Indexed keywords

ERROR ANALYSIS; NORMAL DISTRIBUTION; NUMERICAL METHODS; PROBABILITY;

CUMULATIVE NORMAL DISTRIBUTION;

APPROXIMATION THEORY;

EID: 0037089764     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(01)00015-7     Document Type: Article

References (23)

1. A sigmoid approximation to the standard normal integral
2. A formula for the approximation of definite integrals of the normal distribution function
3. A close approximation related to the error function (in technical notes and short papers)
4. Probability functions
5. Pocket computer approximation for areas under the standard normal curve
6. More approximations for the cumulative and inverse normal distribution
7. An invertible approximation to the normal-distribution function
8. Approximations to the cumulative normal function and its inverse for use on a pocket calculator
9. A simpler logistic approximation to the normal tail probability and its inverse
10. On laplace continued fraction for the normal integral
11. Inequalities for the normal integral
12. Yet another series for the normal integral
13. Calculation of univariate and bivariate normal probability functions
14. Calculation of the normal distribution function
15. On the calculation of the inverse of the error function
16. Approximating the cumulative normal distribution and its inverse
17. Approximating the normal tail probability and its inverse for use on a pocket calculator
18. Pocket-calculator approximation for areas under the standard normal curve