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Asymptotic Approximations of Integrals.
p.
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Published online by Cambridge University Press: 20 November 2018
An asymptotic approximation is obtained, as k → ∞, for the integral
where Φ is the cumulative distribution function for a standard normal random variable, and L is a positive constant. The problem is motivated by a question in statistics, and an outline of'the application is given. Similar methods may be used to approximate other integrals involving the normal distribution.