Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP
Posting-Version: version B 2.10.2 9/18/84; site ucla-cs.ARPA
Path: utzoo!watmath!clyde!burl!ulysses!bellcore!decvax!ittatc!dcdwest!sdcsvax!sdcrdcf!ucla-cs!jimc
From: jimc@ucla-cs.UUCP
Newsgroups: net.math
Subject: Re: Series for normal distribution function
Message-ID: <9613@ucla-cs.ARPA>
Date: Tue, 4-Mar-86 14:15:08 EST
Article-I.D.: ucla-cs.9613
Posted: Tue Mar  4 14:15:08 1986
Date-Received: Fri, 7-Mar-86 05:13:19 EST
References: <443@cubsvax.UUCP>
Reply-To: jimc@ucla-cs.UUCP (Jim Carter)
Organization: UCLA Computer Science Department
Lines: 19

In article <443@cubsvax.UUCP> winston@cubsvax.UUCP (Ken Winston) writes:
>The standard normal distribution function is
>	N(t) = 1/sqrt(2*pi) * integral(-infinity to t) [exp(-z^2/2)]*dz.
>I have seen the following approximation...
>...Does anybody know where this comes from? 

Abramowitz and Stegun, Handbook of Mathematical Functions, Dover, 1965 (repr.
1972), paperback.  (Copy of the original published by National Bureau of
Standards.)  This book contains over 1000 pages of functions, series approx-
imations, numerical methods, tables, etc.etc. and is well worth the
not outrageous price.  For an approximation to erf(x) similar to the one
you gave, as well as many formulae elsewhere in the book, they credit:

Hastings, Approximations for Digital Computers, Princeton Univ. Press (1955)

-- 
James F. Carter            (213) 206-1306
UCLA-SEASnet; 2567 Boelter Hall; 405 Hilgard Ave.; Los Angeles, CA 90024
UUCP:...!{ihnp4,ucbvax,{hao!cepu}}!ucla-cs!jimc  ARPA:jimc@locus.UCLA.EDU