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Fisher's repeated normal integral function and shape distributions

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  • K. V. Mardia

Abstract

Fisher has presented various applications of the repeated integral of the normal distribution function. A new application has appeared in shape distributions. This work has led to the search for an explicit expression for the repeated normal integral function in place of an infinite series expansion for this function first given by Fisher. We provide an explicit expression for this function with a finite number of terms.

Suggested Citation

  • K. V. Mardia, 1998. "Fisher's repeated normal integral function and shape distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 231-235.
    • Handle: RePEc:taf:japsta:v:25:y:1998:i:2:p:231-235
    DOI: 10.1080/02664769823214
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    Cited by:

    1. Christopher S. Withers & Saralees Nadarajah, 2011. "New Expressions for Repeated Upper Tail Integrals of the Normal Distribution," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 855-871, December.

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