期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：2
页码：381-385
DOI：10.18187/pjsor.v17i2.3556
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：This paper deals with a new, simple one-term approximation to the cumulative distribution function (c.d.f) of the standard normal distribution which does not have closed form representation. The accuracy of the proposed approximation measured using maximum absolute error (M.S.E) and the same criteria is used to compare this approximation with the existing one-term approximation approaches available in the literature. Our approximation has a maximum absolute error of about 0.0016 and this accuracy is sufficient for most practical applications.
关键词：Cumulative Distribution Function (c.d.f); Normal Distribution; Maximum Absolute Error (M.A.E.); Approximation
