Evaluation of the normal distribution function

Author:

Martynov G. V.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics,Statistics and Probability,Applied Mathematics,General Mathematics,Statistics and Probability

Reference145 articles.

1. V. I. Avramenko, ?On the computation of the probability that a normal vector lie in an n-dimensional parallelepiped,? in: Electronics and Modeling [in Russian], No. 12, Naukova Dumka, Kiev (1976), pp. 65?69.

2. A. I. Avramenko and V. V. Poznyakov, ?Approximate evaluation of n-dimensional normal distribution functions by means of Edgeworth series,? Kibern. Vychisl. Tekh., Resp. Mezhved. Sb., No. 18, 31?36 (1972).

3. V. I. Avramenko and V. V. Poznyakov, ?Evaluation of the distribution function of a 4-dimensional normal vector by means of two-dimensional Edgeworth series,? Tochnost' Nadezhnost' Kibern. Sist., Resp. Mezhved. Sb., No. 1, 36?41 (1973).

4. V. S. Vedrov and N. V. Derevnina, ?Approximate formulas for computing the Mills ratio and the La-place distribution function,? Uch. Zap. Tsentr. Aerogidrodin. Inst.,9, No. 2, 122?126 (1978).

5. V. S. Godlevskii and A. N. Zavarin, ?A method of approximate computation of multidimensional normal integrals,? Tochnost' Nadezhnost' Kibern. Sist., Resp. Mezhved. Sb., No. 4, 30?35 (1976).

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