A sigmoid approximation of the standard normal integral

Gary Waissi, Donald F. Rossin

Research output: Contribution to journalArticle

22 Citations (Scopus)

Abstract

This paper presents a simple sigmoid function for approximation of cumulative standard normal probabilities. The approximation has an error of ±0.000043 for -8 ≤ Z ≤ 8.

Original languageEnglish (US)
Pages (from-to)91-95
Number of pages5
JournalApplied Mathematics and Computation
Volume77
Issue number1
StatePublished - 1996
Externally publishedYes

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ASJC Scopus subject areas

  • Applied Mathematics
  • Computational Mathematics
  • Numerical Analysis

Cite this

A sigmoid approximation of the standard normal integral. / Waissi, Gary; Rossin, Donald F.

In: Applied Mathematics and Computation, Vol. 77, No. 1, 1996, p. 91-95.

Research output: Contribution to journalArticle

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