Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

  • Yun, Beong-In (SCHOOL OF MATHEMATICS, INFORMATICS AND STATISTICS KUNSAN NATIONAL UNIVERSITY)
  • Published : 2009.11.01
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Abstract

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.

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References

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