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Topic: Computation of the normal distribution function
Replies: 2   Last Post: Jun 18, 1996 4:07 AM

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Michel PETITJEAN

Posts: 114
Registered: 12/12/04
Computation of the normal distribution function
Posted: Jun 17, 1996 3:00 AM
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Computation of the distribution function of the normal law:

t=x
/
( 0.5 + | exp (-t*t/2) dt ) / sqrt (2*pi)
/
t=0

Q1: What are the methods to compute accurately the DF of the normal law,
except using the gaussian quadrature and the Taylor expansion ?

Q2: same as Q1, but should return accurate values for the tail of the
distribution ?

Michel Petitjean, Email: petitjean@itodys.jussieu.fr
ITODYS (CNRS, URA34) ptitjean@ccr.jussieu.fr





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