Журнал прикладной и вычислительной математики

Two News Approximations to Standard Normal Distribution Function

Abstract

Abderrahmane M and Boukhetala Kamel B

This paper, presents two news approximations to the Cumulative Distribution Function (CDF). The first approximation 22 improves the accuracy of approximation given by Hart. In this first new approximation, we reduce the maximum absolute error (MAE) from, 0.004304 to 2.707e-004.For the second new approximation, Aludaat and Alodat was reduce the (MAE) from, 0.00314 to 0.001972. In this paper, we reduce the (MAE) to 0.001623. However, the first approximation is more accurate and its inverse is hard to calculate. The second new approximation is less accurate, but his inverse is easy to calculate.