Chebyshev approximation of normal distribution probability

Apart from the approximation method by means of the Taylor function, another numerical technique which is considered by most as the de facto method is the Chebyshev approximation. In TI Nspire, the calculation can be done as below. The piece-wise function helps to decide the result from whether d is positive. For better performance, some constants can be pre-calculated instead of as shown below, like the square root of double π. Intensive calculations definitely will benefit from pre-calculated values.



One thought on “Chebyshev approximation of normal distribution probability

  1. Pingback: Polynomial expansion in Nspire to ease reading C code | gmgolem

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