Re: Algorithm for approximation of normal distribution

On Jan 23, 1:51 am, thomas <tohenn...@xxxxxxxx> wrote:
Hello everyone,

I am looking for an algorithm to approximate the probability function
of a normal distribution. Or strictly speaking, I want to approximate
a single p-value for a given z-value.

As we know, there exists no integral of the normal distribution.
That's a minor problem, as long we can use a table to look up the
respective value of the area under the normal curve.
But I like to use this in a software to involve some statistical
functionality.

So far, my searching was not successful.
In a book about statistics I found the citation of a paper by Sletten,
1980. Unfortunately, at the moment I have no possibility to get this
paper.

Maybe someone can give me hint where I could find a simple approach,
maybe a web page.

Thanks in advance,
best regards,
Tom

The most well-known approximations are probably those in section 26.2
of Abramowitz & Stegun's famous Handbook of Mathematical Functions.
http://www.math.sfu.ca/~cbm/aands/page_931.htm
http://www.math.sfu.ca/~cbm/aands/page_932.htm
http://www.math.sfu.ca/~cbm/aands/page_933.htm

There are many others, that vary widely in their complexity and
accuracy.
.

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