New improvements in old approximations to the Normal CDF

Research output: Contribution to journalArticle

Abstract

The list of approximations to the Normal cumulative distribution function is long and, eventually, not fully known due to the large number of published articles in the last decades. In this paper we will present new improvements in some well known approximations, without increasing the complexity of the formulas.

Original languageEnglish
Pages (from-to)83-89
Number of pages7
JournalInternational Journal of Applied Mathematics
Volume32
Issue number1
DOIs
Publication statusPublished - 2019

Keywords

  • Approximation
  • Improvement
  • Maximum absolute error
  • Normal cumulative distribution function

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