Fisher's repeated normal integral function and shape distributions
K. V. Mardia
Journal of Applied Statistics, 1998, vol. 25, issue 2, 231-235
Abstract:
Fisher has presented various applications of the repeated integral of the normal distribution function. A new application has appeared in shape distributions. This work has led to the search for an explicit expression for the repeated normal integral function in place of an infinite series expansion for this function first given by Fisher. We provide an explicit expression for this function with a finite number of terms.
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:25:y:1998:i:2:p:231-235
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DOI: 10.1080/02664769823214
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