The lagged normal family of probability density functions applied to indicator-dilution curves

The generalized lagged normal functions are a family of probability density functions whose members consist of a normal density function convolved with one or more exponential functions. The functions are not expressible in closed form, but an error function approximation procedure allows rapid and accurate calculation of the value of these functions. The approximation procedure can be used in conjunction with a nonlinear regression program to fit a lagged normal function to experimental data.