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(12C Platinum) Normal Distribution
12-01-2018, 05:37 PM
Post: #3
RE: (12C Platinum) Normal Distribution
(12-01-2018 10:59 AM)Dieter Wrote:  Here is such an approximation (for x≥0) that I set up some time ago:

Q(x) ≈ e–x²/2 · (1 + a1·x + a2·x² + a3·x³) / (2 + b1·x + b2·x² + b3·x³)

where
a1 = 0,433563
a2 = 0,084144052
a3 = -9,6367 E-5
b1 = 2,46295834
b2 = 1,13288719
b3 = 0,20590615

Using x = 0 to 5 step 0.01, confirmed your claim of 1.2e-6 max rel. error ... Nice!

Hasting approximation (even with best constants) is 1000X worse, max rel. error = 1.6e-3
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Messages In This Thread
(12C Platinum) Normal Distribution - Gamo - 12-01-2018, 07:53 AM
RE: (12C Platinum) Normal Distribution - Albert Chan - 12-01-2018 05:37 PM



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