A new algorithm for the normal distribution function

DOI10.1007/BF02564704MaRDI QIDQ1382949zbMATH OpenFDO

Authors S. M. Husnain Bokhari, Brian D. Bunday, Kamal Hussain Khan

Publication date 1 April 1998

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02564704

zbMATH Keywords

asymptotic seriesChebyshev polynomialsMills' ratiostandard normal integral

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A procedure for summing asymptotic series
• A Rapidly Convergent Descent Method for Minimization
• A Stable Algorithm for Computing the Inverse Error Function in the "Tail-End" Region
• scientific article; zbMATH DE number 3635287 (Why is no real title available?)
• scientific article; zbMATH DE number 3245839 (Why is no real title available?)
• On the Calculation of the Inverse of the Error Function.
• The Inverse Gaussian Distribution as a Lifetime Model

Cited in

(9)

• An improved exact sampling algorithm for the standard normal distribution
• Double precision rational approximation algorithms for the standard normal first and second order loss functions
• A fast algorithm for evaluation of normalized Hermite functions
• A Fairly Accurate Approximation to the Area Under Normal Curve
• On algorithms in R for teaching the approximation of the distribution from the binomial to the normal one
• Modelling the tail of a normal distribution
• The Computation of the Cumulative Distribution Function of the Erlang Distribution
• An algorithm to compute the cdf of the product of two normal random variables
• New algorithms for the function T(h,a) of Owen, with application to bivariate normal and noncentral t-probabilities

Describes a project that uses

Uses Software

• AS 17

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