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Approximating the Log of the Normal Cumulative

John F. Monahan
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John F. Monahan: North Carolina State University

A chapter in Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface, 1981, pp 304-307 from Springer

Abstract: Abstract Approximation formulas are obtained for ln Ф, where Ф is the cumulative distribution function for the normal distribution.

Keywords: Normal cumulative; rational Chebyshev approximation; minimum distance estimation (search for similar items in EconPapers)
Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-9464-8_45

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DOI: 10.1007/978-1-4613-9464-8_45

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