A new algorithm for the normal distribution function

B. D. Bunday; S. M. Husnain Bokhari; K. H. Khan

doi:10.1007/BF02564704

A new algorithm for the normal distribution function

B. D. Bunday, S. M. Husnain Bokhari, K. H. Khan

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

4 Scopus citations

Abstract

In this paper new algorithms for the rapid, efficient and accurate evaluation of the standard normal integral and its tail are developed. It is shown how the accuracy of the computation call easily be improved so as to achieve machine accuracy for the particular computer being used.

Original language	English
Pages (from-to)	369-377
Number of pages	9
Journal	Test
Volume	6
Issue number	2
DOIs	https://doi.org/10.1007/BF02564704
State	Published - 1997
Externally published	Yes

Keywords

Asymptotic series
Chebyshev polynomials
Mills' ratio
standard normal integral

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10.1007/BF02564704

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title = "A new algorithm for the normal distribution function",

abstract = "In this paper new algorithms for the rapid, efficient and accurate evaluation of the standard normal integral and its tail are developed. It is shown how the accuracy of the computation call easily be improved so as to achieve machine accuracy for the particular computer being used.",

keywords = "Asymptotic series, Chebyshev polynomials, Mills' ratio, standard normal integral",

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AU - Husnain Bokhari, S. M.

AU - Khan, K. H.

PY - 1997

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AB - In this paper new algorithms for the rapid, efficient and accurate evaluation of the standard normal integral and its tail are developed. It is shown how the accuracy of the computation call easily be improved so as to achieve machine accuracy for the particular computer being used.

KW - Asymptotic series

KW - Chebyshev polynomials

KW - Mills' ratio

KW - standard normal integral

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U2 - 10.1007/BF02564704

DO - 10.1007/BF02564704

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SN - 1133-0686

VL - 6

SP - 369

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JO - Test

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ER -

A new algorithm for the normal distribution function

Abstract

Keywords

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