A sigmoid approximation of the standard normal integral

DOI10.1016/0096-3003(95)00190-5zbMath0846.65004OpenAlexW2089060445MaRDI QIDQ1914681

Gary R. Waissi, Donald F. Rossin

Publication date: 23 June 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(95)00190-5

zbMATH Keywords

error functionsigmoid functionprobability integralnormal density functionstandard normal probabilities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Computation of special functions and constants, construction of tables (65D20) Approximations to statistical distributions (nonasymptotic) (62E17) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• On the Calculation of the Inverse of the Error Function.
• Rational Chebyshev Approximations for the Error Function
• Computer Evaluation of the Normal and Inverse Normal Distribution Functions
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