Calculating Normal Probabilities

DOI10.2307/2974857zbMATH Open0819.60022OpenAlexW4244190454MaRDI QIDQ4698458FDOQ4698458

Richard J. Bagby

Publication date: 6 September 1995

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2974857

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zbMATH Keywords

Richardson extrapolationquadrature formulaapproximation of the distribution function of the standard normal distribution

Mathematics Subject Classification ID

Distribution theory (60E99)

Cited In (9)

• Some Normal Approximations for Renewal Function of Large Weibull Shape Parameter
• New approximations for standard normal distribution function
• A new method for estimating model parameters for multinomial data
• A nonsymmetric correlation inequality for Gaussian measure
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data
• A sharp Pólya-based approximation to the normal cumulative distribution function
• A Fairly Accurate Approximation to the Area Under Normal Curve
• A vector-based goodness-of-fit metric for interval-scaled data
• On simulating multivariate non-normal distributions from the generalized lambda distribution

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