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JOURNALS // Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika" // Archive
Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 1979 Volume 17, Pages 57–84 (Mi intv43)
This article is cited in 10 papers

Evaluation of the normal distribution function

G. V. Martynov


Abstract: Known methods are described for evaluating the multivariate normal distribution function in general and in a number of special cases. Methods are presented for evaluation of the one-dimensional normal distribution function and its inverse.

UDC: 519.213.1:517.582


 English version: Journal of Soviet Mathematics, 1981, 17:3, 1857–1875

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