Posts tagged 'approximation'

F.22 Functions

The standard normal cumulative distribution Phi(x) and error function erf(x) satisfy Phi(x) = 1/2 + (1/2) erf(x/sqrt(2)), where erf(x) is approximated to 1.5e-7 accuracy by Abramowitz and Stegun’s 5-term rational-exponential formula.