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Normal Probability Function
03-30-2022, 08:02 AM (This post was last modified: 03-30-2022 08:21 AM by trojdor.)
Post: #13
RE: Normal Probability Function
The primary formula listed has it's roots in Abramowitz and Stegun's
Handbook of Mathematical Functions, Tenth Printing p.932
Probability Functions 26.2.17

A modified version of this CDF approximation is used in many function libraries with good results.
(I use a similar modified approximation in my CDF programs for the HP-35s.)

However, your listing shows several typos in the constants, and that will adversely affect accuracy:

Denominator of f(t);
0.2316419 <--- your listing missing the final 9

For P(x), the constants are;
b1= 0.319381530
b2=-0.356563782
b3= 1.781477937 <--- your listing missing the extra 7 in the middle
b4=-1.821255978
b5= 1.330274429 <--- your listing has typo ... 3 as next to last digit should be 2

Additionally, modern CDF function libraries tend to replace the Sqrt(2*PI) in P(x) denominator with a pre-calculated constant, 2.50662827463, for speed / efficiency.

mike

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Messages In This Thread
Normal Probability Function - CMarangon - 03-28-2022, 07:31 PM
RE: Normal Probability Function - Joe Horn - 03-28-2022, 09:11 PM
RE: Normal Probability Function - Mike T. - 03-29-2022, 09:51 AM
RE: Normal Probability Function - KeithB - 03-29-2022, 07:06 PM
RE: Normal Probability Function - trojdor - 03-30-2022 08:02 AM



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