The Laplace continued fraction is derived through a power series. It provides both upper bounds and lower bounds of the normal tail probability (~(x), it is simple, it converges for x :> 0, and it is by far the best approximation for x ~ 3. The Laplace continued fraction is rederived as an extreme c
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Accelerating convergence of the continued fraction for the normal integral
โ Scribed by Isao Nakayama
- Publisher
- Japan Society for Industrial and Applied Mathematics
- Year
- 2000
- Tongue
- English
- Weight
- 602 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0916-7005
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