Re: Algorithm for approximation of normal distribution

On Jan 23, 9:51 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.

I'd like to address this common misconception. Of course the integral
exists. However, it is not representable by elementary functions, so
the evaluation of the integral can only be done numerically.

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

.

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