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An Approximation to the Cumulative Normal Distribution with Simple Coefficients

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  • Robert A. Lew

Abstract

This note sets out an easily recalled approximation to the cumulative normal distribution in which all but one of the special coefficients equal unity.

Suggested Citation

  • Robert A. Lew, 1981. "An Approximation to the Cumulative Normal Distribution with Simple Coefficients," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 30(3), pages 299-301, November.
    • Handle: RePEc:bla:jorssc:v:30:y:1981:i:3:p:299-301
    DOI: 10.2307/2346355
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    Cited by:

    1. Riccardo Colacito & Eric Ghysels & Jinghan Meng & Wasin Siwasarit, 2016. "Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2069-2109.
    2. Kiani, M & Panaretos, J & Psarakis, S & Saleem, M, 2008. "Approximations to the Normal Distribution Function and An Extended Table for the Mean Range of the Normal Variables," MPRA Paper 68045, University Library of Munich, Germany.

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