Evaluating the normal distribution function

Journal of Statistical Software

Volumn 11, Issue , 2004, Pages 1-7

  Marsaglia, George ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4544221332     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)

1. Brown, B.W., Lovato, J., and Russell, K. (1997), DCDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters, Dept. of Biomathematics, University of Houston.
2. Cody,W.J. (1993), "Algorithm 715", ACM Transactions On Math. Software, 19, 22-32.
3. Glaisher, J. W. (1871), On a Class of Definite Integrals, Philosophical Magazine, XXXII, 294-301.
4. Hart, J.F., Cheney, E.W., Lawson, C.L., Maehly, H.J., Mesztenyi, C.K., Rice,J.R., Thacher, H.G., and Witzgall, C., (1968),Computer Approximations, Wiley, New York.
5. Hill, I. D. (1973) Algorithm AS66 Applied Statistics 22 no.3.
6. Kahaner, D., Moler, C. and Nash,S. (1989), Numerical methods and Software, Prentice Hall, Englewood Cliffs, NJ.
7. Newsgroup postings via Google, thread of 26. Enter address on single line: http://groups.google.com/groups?hl=en&lr=&ie=UTF-8&oe=UTF- 8&threadm=20040227.031527%40whim.org&rnum=1&prev=/groups
8. Newsgroup postings via Google, thread of 27. Enter address on single line: http://groups.google.com/groups?hl=en&lr=&ie=UTF-8&oe=UTF- 8&threadm=f7CdnVoPfaIzHq7d4p2dnA%40comcast.com&rnum=2&prev=/groups
9. Ooura, Takuya, C function derfc. email: ooura@mmm.t.u-tokyo.ac.jp http://momonga.t.u-tokyo.ac.jp/~ooura/gamerf.html
10. Sun Microsystems erfc.c listing at http://netlib.org/fdlibm/s_erf.c Used at numerous sites, e.g. Linux lcc library.