A Fairly Accurate Approximation to the Area Under Normal Curve

被引：8

作者：

Choudhury, Amit ^{[1
]}

Roy, Paramita ^{[1
]}

机构：

[1] Gauhati Univ, Dept Stat, Gauhati 781014, India

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2009年 / 38卷 / 07期

关键词：

Approximations; Cumulative distribution function; Normal distribution; STANDARD NORMAL CURVE;

D O I：

10.1080/03610910903009344

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we present a new approximation to the cumulative distribution function of standard normal distribution. The approximation is fairly accurate with minimum accuracy of seven decimal digits. To the best of our knowledge, this formula outperforms other such approximations available in literature.

引用

页码：1485 / 1492

页数：8

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