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This paper deals with a new, simple one-term approximation to the cumulative distribution function (c.d.f) of the standard normal distribution which does not have closed form representation. The accuracy of the proposed approximation measured using maximum absolute error (M.S.E) and the same criteria is used to compare this approximation with the existing one-term approximation approaches available in the literature. Our approximation has a maximum absolute error of about 0.0016 and this accuracy is sufficient for most practical applications.


Cumulative Distribution Function (c.d.f) Normal Distribution Maximum Absolute Error (M.A.E.) Approximation

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How to Cite
Hanandeh, A., & Eidous, O. (2021). A New One-term Approximation to the Standard Normal Distribution. Pakistan Journal of Statistics and Operation Research, 17(2), 381-385.


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