Geodesic
Evaluation of the normal distribution function
Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 17 (1979), pp. 57-84 Cet article a éte moissonné depuis la source Math-Net.Ru

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Known methods are described for evaluating the multivariate normal distribution function in general and in a number of special cases. Methods are presented for evaluation of the one-dimensional normal distribution function and its inverse. 
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     author = {G. V. Martynov},
     title = {Evaluation of the normal distribution function},
     journal = {Itogi nauki i tehniki. Seri\^a, Teori\^a vero\^atnostej. Matemati\v{c}eska\^a statistika. Teoreti\v{c}eska\^a kibernetika},
     pages = {57--84},
     year = {1979},
     volume = {17},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTV_1979_17_a1/}
}
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G. V. Martynov. Evaluation of the normal distribution function. Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 17 (1979), pp. 57-84. http://geodesic.mathdoc.fr/item/INTV_1979_17_a1/