An Approximation to the Probability Integral
Williams, J. D.
Ann. Math. Statist., Tome 17 (1946) no. 4, p. 363-365 / Harvested from Project Euclid
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It is shown that $\frac{1}{\sqrt{2\pi}} \int_{-x}^x e^{-\frac{1}{2}t^2} dt \geq \lbrack 1 - e^{-(2/\pi)x^2}\rbrack^\frac{1}{2}$ and that the equality is never in error by as much as three-fourths of one percent. Other approximations are discussed.
Publié le : 1946-09-14
Classification:  
@article{1177730951,
     author = {Williams, J. D.},
     title = {An Approximation to the Probability Integral},
     journal = {Ann. Math. Statist.},
     volume = {17},
     number = {4},
     year = {1946},
     pages = { 363-365},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730951}
}

Williams, J. D. An Approximation to the Probability Integral. Ann. Math. Statist., Tome 17 (1946) no. 4, pp.  363-365. http://gdmltest.u-ga.fr/item/1177730951/