Question: Standard Normal Distribution Function Establish an algorithm to calculate F(x) = 1 2 x exp(t2 2 ) dt . Hint: Construct an algorithm

Standard Normal Distribution Function Establish an algorithm to calculate F(x) = 1 √2π x −∞ exp(−t2 2 ) dt . Hint: Construct an algorithm to calculate the error function erf(x) := 2 √π x 0 exp(−t 2) dt and use erf(x) to calculate F(x). Use quadrature methods (−→ Appendix C1).

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