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A new algorithm for the normal distribution function

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Abstract

In this paper new algorithms for the rapid, efficient and accurate evaluation of the standard normal integral and its tail are developed. It is shown how the accuracy of the computation can easily be improved so as to achieve machine accuracy for the particular computer being used.

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Authors and Affiliations

  1. Department of Mathematics, University of Bradford, BD7 1DP, Bradford, West Yorkshire, UK

    B. D. Bunday & S. M. Husnain Bokhari

  2. Centre for Advanced Studies in Pure and Applied Mathematics, Bahuddin Zakariya University, Multan, Pakistan

    K. H. Khan

Authors
  1. B. D. Bunday
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  2. S. M. Husnain Bokhari
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  3. K. H. Khan
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Bunday, B.D., Bokhari, S.M.H. & Khan, K.H. A new algorithm for the normal distribution function. Test 6, 369–377 (1997). https://doi.org/10.1007/BF02564704

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  • DOI: https://doi.org/10.1007/BF02564704

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