The computation of standard normal distribution integral in any required precision based on reliability method

Yuge Dong, Haimeng Zhang, Liangguo He, Can Wang and Minghui Wang

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 6, 1517-1528

Abstract: Based on reliability theory, the value of the standard normal distribution integral can be obtained by calculating the probability of the failure domain of the linear performance function. After the sample space is divided into some sub-sample spaces, a number of sub-failure domains are obtained. In the paper, the methods of computing the probabilities of sub-failure domains are discussed. All the formulae and the steps of computing the standard normal distribution integral which meet any required precision are given in the paper. Examples show that it is easy for the method to compute the standard normal distribution integral.

Date: 2019
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DOI: 10.1080/03610926.2018.1433855

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