A Fairly Accurate Approximation to the Area Under Normal Curve |
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| Authors: | Amit Choudhury Paramita Roy |
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| Institution: | 1. Department of Statistics , Gauhati University , Guwahati , India achoudhury@rediffmail.com;3. Department of Statistics , Gauhati University , Guwahati , India |
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| Abstract: | In this article, we present a new approximation to the cumulative distribution function of standard normal distribution. The approximation is fairly accurate with minimum accuracy of seven decimal digits. To the best of our knowledge, this formula outperforms other such approximations available in literature. |
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| Keywords: | Approximations Cumulative distribution function Normal distribution |
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