Re: Algorithm for approximation of normal distribution
- From: "David Jones" <dajxxxx@xxxxxxxxx>
- Date: Wed, 23 Jan 2008 15:05:37 -0000
Gus Gassmann wrote:
On Jan 23, 9:51 am, thomas <tohenn...@xxxxxxxx> wrote:
Hello everyone,
I am looking for an algorithm to approximate the probability function
of a normal distribution. Or strictly speaking, I want to approximate
a single p-value for a given z-value.
As we know, there exists no integral of the normal distribution.
I'd like to address this common misconception. Of course the integral
exists. However, it is not representable by elementary functions, so
the evaluation of the integral can only be done numerically.
.... and there is code around to evaluate such things ... the OP might start here: http://lib.stat.cmu.edu/apstat/
or http://users.bigpond.net.au/amiller/
or look more widely on netlib: http://www.netlib.org/
David Jones
.
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