Algorithm 885
Published in ACM Transactions on Mathematical Software • Oct 1, 2008
NobleIDNI8P16W31R10S49
Authors:
Jean Marie Linhart
Abstract
We present and compare three C functions to compute the logarithm of the cumulative standard normal distribution. The first is a new algorithm derived from Algorithm 304’s calculation of the standard normal distribution via a series or continued fraction approximation, and it is good to the accuracy...
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