{"id":596,"date":"2017-09-28T04:46:51","date_gmt":"2017-09-28T04:46:51","guid":{"rendered":"http:\/\/jsr.isrt.ac.bd\/?post_type=article&p=596"},"modified":"2017-09-28T04:47:37","modified_gmt":"2017-09-28T04:47:37","slug":"approximating-cumulative-distribution-function-normal-distribution","status":"publish","type":"article","link":"http:\/\/jsr.isrt.ac.bd\/article\/approximating-cumulative-distribution-function-normal-distribution\/","title":{"rendered":"Approximating the cumulative distribution function of the normal distribution"},"content":{"rendered":"
Over the years, a number of approximations to the cdf of the Normal distribution
\nhave been proposed. How does one make a choice among them? This paper
\ncompares their performance with a view to identifying the best among them.
\nOur analysis reveals that a uniformly best approximation formula does not exist.
\nLocally best are identi\fed. Finally we combine the locally best approximations to
\nobtain a combined formula with a very high accuracy. A subroutine is presented.<\/p>\n