Accurate RMM-Based Approximations for the CDF of the Normal Distribution

DOI10.1081/STA-200052102MaRDI QIDQ4678829zbMATH OpenWikidataFDO

Authors Haim Shore

Publication date 23 May 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200052102

zbMATH Keywords

distributional approximationnormal distributionresponse modeling methodology (rmm)

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) General nonlinear regression (62J02)

Recommendations

• A sharp Pólya-based approximation to the normal cumulative distribution function
• A Fairly Accurate Approximation to the Area Under Normal Curve
• scientific article; zbMATH DE number 6681920
• An invertible approximation to the normal distribution function
• An Efficient Polynomial Approximation to the Normal Distribution Function and Its Inverse Function

Cites work

• General control charts for variables
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• RESPONSE MODELING METHODOLOGY (RMM)—EXPLORING THE PROPERTIES OF THE IMPLIED ERROR DISTRIBUTION

Cited in

(4)

• A sharp Pólya-based approximation to the normal cumulative distribution function
• A Fairly Accurate Approximation to the Area Under Normal Curve
• RESPONSE MODELING METHODOLOGY (RMM)—EXPLORING THE PROPERTIES OF THE IMPLIED ERROR DISTRIBUTION
• New approximations for standard normal distribution function

This page was built for publication: Accurate RMM-Based Approximations for the CDF of the Normal Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4678829)