## Computing the Normal Distribution Function

Every once in a while, I need to evaluate the *normal distribution function*
$\Phi(x)$:

$$ \Phi(x) = \frac{1}{2 \pi} \int_{-\infty}^x \! e^{-t^2} \, dt $$

Unfortunately, it is not always available in the standard math libraries, and hence I have to implement a “good-enough” version myself. Here are some options.