Abstract
Various approximate formulae for calculation of the normal probability integral
are given. Our formulae provide a good approximation to P(x) over the entire range 0 < x < ∞, hence they can be used in practice instead of the usual numerical tables. Error bounds based on the Peano kernel technique are proved.
keywordsNormal probability, error function, quadrature formulae, Peano kernels
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Gushev, V., Nikolov, G. (2007). Formulae for Calculation of Normal Probability. In: Boyanov, T., Dimova, S., Georgiev, K., Nikolov, G. (eds) Numerical Methods and Applications. NMA 2006. Lecture Notes in Computer Science, vol 4310. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70942-8_44
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DOI: https://doi.org/10.1007/978-3-540-70942-8_44
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-70940-4
Online ISBN: 978-3-540-70942-8
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