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

University of Bradford
Bahauddin Zakariya University

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",

author = "Bunday, \{B. D.\} and \{Husnain Bokhari\}, \{S. M.\} and Khan, \{K. H.\}",

year = "1997",

doi = "10.1007/BF02564704",

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journal = "Test",

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T1 - A new algorithm for the normal distribution function

AU - Bunday, B. D.

AU - Husnain Bokhari, S. M.

AU - Khan, K. H.

PY - 1997

Y1 - 1997

N2 - 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.

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

UR - https://www.scopus.com/pages/publications/84882130538

U2 - 10.1007/BF02564704

DO - 10.1007/BF02564704

M3 - Article

AN - SCOPUS:84882130538

SN - 1133-0686

VL - 6

SP - 369

EP - 377

JO - Test

JF - Test

IS - 2

ER -

A new algorithm for the normal distribution function

Abstract

Keywords

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