APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

- Journal title : Journal of the Korean Mathematical Society
- Volume 46, Issue 6, 2009, pp.1267-1276
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/JKMS.2009.46.6.1267

Title & Authors

APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

Yun, Beong-In;

Yun, Beong-In;

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.

Keywords

cumulative normal distribution;hyperbolic tangent based function;

Language

English

Cited by

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