Normal probability approximation

from blog John D. Cook, | ↗ original
The previous post presented an approximation for −1 ≤ x ≤ 1 and said that it was related to a probability function. This post will make the connect explicit. Let X be a normally distributed random variable with mean μ and variance σ². Then the CDF of X is So if μ = 0 and σ² […] The post Normal probability approximation first appeared on John D....