Abstract
Mill's ratio is expressed as a convergent series in orthogonal polynomials. Truncation of the series provides an approximation for the complemented normal distribution function $Q(x)$, with its maximum error at a finite value of $x$. The analogous approximation for $xQ(x)$ is used to obtain a new method of calculating the bivariate normal probability function.
Citation
D. R. Divgi. "Calculation of Univariate and Bivariate Normal Probability Functions." Ann. Statist. 7 (4) 903 - 910, July, 1979. https://doi.org/10.1214/aos/1176344739
Information