New improvements in old approximations to the Normal CDF

Pedro Mota

doi:10.12732/ijam.v32i1.8

New improvements in old approximations to the Normal CDF

Pedro Mota

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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 language	English
Pages (from-to)	83-89
Number of pages	7
Journal	International Journal of Applied Mathematics
Volume	32
Issue number	1
DOIs	https://doi.org/10.12732/ijam.v32i1.8
Publication status	Published - 2019

Keywords

Approximation
Improvement
Maximum absolute error
Normal cumulative distribution function

Access to Document

10.12732/ijam.v32i1.8

Cite this

@article{64aed7507e7042348636f9c4092ca6f8,

title = "New improvements in old approximations to the Normal CDF",

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.",

keywords = "Approximation, Improvement, Maximum absolute error, Normal cumulative distribution function",

author = "Pedro Mota",

year = "2019",

doi = "10.12732/ijam.v32i1.8",

language = "English",

volume = "32",

pages = "83--89",

journal = "International Journal of Applied Mathematics",

issn = "1311-1728",

publisher = "International Association of Engineers",

number = "1",

}

TY - JOUR

T1 - New improvements in old approximations to the Normal CDF

AU - Mota, Pedro

PY - 2019

Y1 - 2019

N2 - 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.

AB - 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.

KW - Approximation

KW - Improvement

KW - Maximum absolute error

KW - Normal cumulative distribution function

UR - http://www.scopus.com/inward/record.url?scp=85062726879&partnerID=8YFLogxK

U2 - 10.12732/ijam.v32i1.8

DO - 10.12732/ijam.v32i1.8

M3 - Article

AN - SCOPUS:85062726879

SN - 1311-1728

VL - 32

SP - 83

EP - 89

JO - International Journal of Applied Mathematics

JF - International Journal of Applied Mathematics

IS - 1

ER -

New improvements in old approximations to the Normal CDF

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this