Pedro Mota
Assistant Professor
Department of Mathematics at Faculdade de Ciências e Tecnologia of Universidade NOVA de Lisboa (email)
New improvements in old approximations to the Normal CDF
- Citation:
- Mota, P. "New improvements in old approximations to the Normal CDF." International Journal of Applied Mathematics. 32.1 (2019): 83-89.
Abstract:
The list of approximations to the Normal cumulative distribution function is long and, eventually, not fully known due to the large number of published articles in the last decades. In this paper we will present new improvements in some well known approximations, without increasing the complexity of the formulas.
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