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Mathematica 5.1 Cumulative Normal Definition

• To: mathgroup at smc.vnet.net
• Subject: [mg58043] Mathematica 5.1 Cumulative Normal Definition
• From: "Frank M" <frankm60606 at gmail.com>
• Date: Thu, 16 Jun 2005 07:26:48 -0400 (EDT)
• Reply-to: <frankm60606 at gmail.com>
• Sender: owner-wri-mathgroup at wolfram.com

(normalcdf[x_] := 1/2 Erf[x^2] + 1/2;
 ?[x_] := D[normalcdf[x1],x1] /. x1 -> x //
  ?[x]

[ExponentialE]-(x^2/2)/Sqrt(2 ?)

I am using this definition of the Cumulative Normal Function which produces
a nice clean derivative. When I start using complicated functions the 1/2
from the definition makes for messy solutions. Can anyone suggest a better
way to define the cumulative normal distribution? I am only interested in
symbol derivatives of the distribution. Thanks.

Frank