Algorithm 885: Computing the logarithm of the normal distribution

ACM Transactions on Mathematical Software

Volumn 35, Issue 3, 2008, Pages

  Linhart, Jean Marie ^a  

^a StataCorp   (United States)

Author keywords

Error function; Logarithm of the standard normal distribution; Normal distribution; Normal integral

Indexed keywords

C FUNCTIONS; CONTINUED FRACTIONS; ERROR FUNCTION; ERROR FUNCTIONS; LOGARITHM OF THE STANDARD NORMAL DISTRIBUTION; NEW ALGORITHMS; NORMAL INTEGRAL; SIMPLE ALGORITHMS;

ALGEBRA; ALGORITHMS; APPROXIMATION ALGORITHMS; CHEBYSHEV APPROXIMATION; DISTRIBUTION FUNCTIONS; POLYNOMIAL APPROXIMATION; PROBABILITY DENSITY FUNCTION; STANDARDS;

NORMAL DISTRIBUTION;

EID: 56349169452     PISSN: 00983500     EISSN: 15577295     Source Type: Journal    
DOI: 10.1145/1391989.1391993     Document Type: Article

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