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Topic: Statistics problem - numeric solution to Gaussian CDF.
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Emmy Biaggi

Posts: 3
Registered: 12/6/04
Statistics problem - numeric solution to Gaussian CDF.
Posted: Jul 23, 1996 8:45 AM
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Does anyone have (or know how to solve) a numeric approximation good to
about 31 decimal places for the Gaussian CDF.
i.e. Given a standard normal curve, we must integrate the PDF to determine
the cumulative probability for a z-statistic of, say 12.0 (very high).

There is a very heavily published approximation that is good to about 6
decimal places (z-statistic of about 4.3), but I need more precision.


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