Yet another series for the normal integral

DOI10.1093/BIOMET/63.2.401MaRDI QIDQ4107753zbMATH OpenOpenAlexFDO

Authors D. F. Kerridge, Gordon W. Cook

Publication date 1976

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/63.2.401

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Exact distribution theory in statistics (62E15)

Cited in

(6)

• Evaluation of the normal distribution function
• On Laplace continued fraction for the normal integral
• A uniform approximation to the right normal tail integral
• Accelerating convergence of the continued fraction for the normal integral
• A sharp Pólya-based approximation to the normal cumulative distribution function
• Tail probability ratios of normal and Student's t distributions

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