Geodesic
Asymptotic Approximation of an Integral Involving the Normal Distribution*
Canadian mathematical bulletin, Tome 29 (1986) no. 2, pp. 167-176

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An asymptotic approximation is obtained, as k → ∞, for the integral where Φ is the cumulative distribution function for a standard normal random variable, and L is a positive constant. The problem is motivated by a question in statistics, and an outline of'the application is given. Similar methods may be used to approximate other integrals involving the normal distribution.
DOI : 10.4153/CMB-1986-028-x
Mots-clés : 41A60, 62E20 
McClure, J. P. Asymptotic Approximation of an Integral Involving the Normal Distribution*. Canadian mathematical bulletin, Tome 29 (1986) no. 2, pp. 167-176. doi: 10.4153/CMB-1986-028-x
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     title = {Asymptotic {Approximation} of an {Integral} {Involving} the {Normal} {Distribution*}},
     journal = {Canadian mathematical bulletin},
     pages = {167--176},
     year = {1986},
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     doi = {10.4153/CMB-1986-028-x},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1986-028-x/}
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