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




Computation of the normal distribution function
Posted:
Jun 17, 1996 3:00 AM


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



