Approximations to the Normal Distribution Function and An Extended Table for the Mean Range of the Normal Variables

Muhammad Kiani, John Panaretos, S Psarakis and M Saleem

MPRA Paper from University Library of Munich, Germany

Abstract: This article presents a formula and a series for approx¬imating the normal distribution function. Over the whole range of the normal variable z, the proposed formula has the greatest absolute error less than 6.5e - 09, and series has a very high accuracy. We examine the accuracy of our proposed formula and series for various values of z’s. In the sense of accuracy, our formula and series are su¬perior to other formulae and series available in the literature. Based on the proposed formula an extended table for the mean range of the normal variables is established.

Keywords: Accuracy; error Function; normal Distribution (search for similar items in EconPapers)
JEL-codes: C00 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (4)

Published in Journal of the Iranian Statistical Society 1-2.7(2008): pp. 57-72

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:68045

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