Re: approximations for exponential, normal and gamma cdf

If you have SPSS, and if it would help you to cut-and-paste the numbers or save them to a file, try something like this, looping through whatever ranges you want for any of the arguments.

new file.
input program.
loop quant = 0 to 10 by .5.
compute scale = .2.
compute cumprob = CDF.EXP(quant, scale).
end case.
end loop.
end file.
end input program.
formats quant (f3.1) scale (f3.1) cumprob (f5.4).
execute.

CDF.EXP(quant, scale). Numeric. Returns the cumulative probability that a value from the exponential distribution, with the given scale parameter, will be less than quant.

CDF.NORMAL(quant, mean, stddev). Numeric. Returns the cumulative probability that a value from the normal distribution, with specified mean and standard deviation, will be less than quant.

CDF.GAMMA(quant, shape, scale). Numeric. Returns the cumulative probability that a value from the Gamma distribution, with the given shape and scale parameters, will be less than quant.

Art
Art@xxxxxxxxxxxxx
Social Research Consultants

herpers@xxxxxxxxxxxxxxxxx wrote:
Hi,

I am looking for approximations for the exponential, normal and gamma
cdf. These approximations must be in closed form.

I need these formulas for drawing the corresponding curves with psplot
in LaTeX. This function is only able to plot non-iterative, closed form
functions. Since I am interested in the graphical representation, the
approximation error doesn't matter that much. As long as the overall
shape of the curve looks right given a certain distribution parameter,
I would already be happy.

Thanks for any hint,
Sascha

.

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