Formulae for calculation of normal probability

  • Authors:

  • Vesselin Gushev;Geno Nikolov

  • Affiliations:

  • Department of Mathematics, University of Sofia, Sofia, Bulgaria;Department of Mathematics, University of Sofia, Sofia, Bulgaria

  • Venue:
  • NMA'06 Proceedings of the 6th international conference on Numerical methods and applications
  • Year:
  • 2006

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Abstract

Various approximate formulae for calculation of the normal probability integral P(x) = 1/√2π ∫0x e-t2/2dt, x ≥ 0, are given. Our formulae provide a good approximation to P(x) over the entire range 0 x