J. Korean Math. Soc. 2009; 46(6): 1267-1276
Printed November 1, 2009
https://doi.org/10.4134/JKMS.2009.46.6.1267
Copyright © The Korean Mathematical Society.
Beong In Yun
Kunsan National University
This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. % Numerical results of the present method are compared with those of an existing method.
Keywords: cumulative normal distribution, hyperbolic tangent based function
MSC numbers: 62E17, 65D10
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd