New approximations for standard normal distribution function

DOI10.1080/03610926.2018.1563166MaRDI QIDQ5078446zbMATH OpenOpenAlexWikidataFDO

Authors Rima abu-Shareefa, Omar Eidous

Publication date 23 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2018.1563166

zbMATH Keywords

approximationscumulative distribution functionmaximum absolute errormean absolute errornormal distribution

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(6)

• Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
• scientific article; zbMATH DE number 6681920 (Why is no real title available?)
• Normal Approximation
• New tightness lower and upper bounds for the standard normal distribution function and related functions
• New simple bounds for standard normal distribution function
• Generation of normal distributions revisited

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