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.
Ann. Statist.
7(4):
903-910
(July, 1979).
DOI: 10.1214/aos/1176344739