Evaluation of the Gauss Integral

Autor: Dmitri Martila, Stefan Groote
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Stats, Vol 5, Iss 2, Pp 538-545 (2022)
Druh dokumentu: article
ISSN: 2571-905X
DOI: 10.3390/stats5020032
Popis: The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler–Poisson) integral over a finite boundary, as is necessary, for instance, for the error function or the cumulative distribution of the normal distribution, cannot be expressed by analytic functions. This is proven by the Risch algorithm. Regardless, there are proposals for approximate solutions. In this paper, we give a new solution in terms of normal distributions by applying a geometric procedure iteratively to the problem.
Databáze: Directory of Open Access Journals