A New Evaluation of the Normal Distribution Function
Year: 2006
Type: preprint
Abstract: This article sets out a simple formula for theoretical evaluation of the normal distribution function (F(z)) with greatest absolute error less than 5×10^-8. The proposed formula is based on values of z a454 (-â21E,+â21E) and is generated by applying polar integral, theoretically. The existent formulas for theoretical and numerical evaluation of F(z) are briefly presented. Most of them are based only on subset of the values of z a454 (0,+â21E) or z a454 (-9,+9), theoretically, and a few are based on the values z a454 (-â21E,+â21E) by using computer programming, numerically.
Source: SSRN Electronic Journal
Authors: John Panaretos, Stelios Psarakis, Mehdi Kiani
Institution: Athens University of Economics and Business
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W240257699