A sigmoid approximation of the standard normal integral

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摘要

This paper presents a simple sigmoid function for approximation of cumulative standard normal probabilities. The approximation has an error of ±0.000043 for −8 ≤ Z ≤ 8.

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论文评审过程:Available online 20 February 1999.

论文官网地址:https://doi.org/10.1016/0096-3003(95)00190-5