New handy and accurate approximation for the Gaussian integrals with applications to science and engineering

Abstract

In this work, we propose to approximate the Gaussian integral, the error function and the cumulative distribution function by using the power series extender method (PSEM). The approximations proposed in this paper present a high accuracy for the complete domain [-∞,∞]. Furthermore, the approximations are handy and easy computable, avoiding the application of special numerical algorithms. In order to show its high accuracy, three case studies are presented with applications to science and engineering.