Normal Probability Function
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03-30-2022, 08:02 AM
(This post was last modified: 03-30-2022 08:21 AM by trojdor.)
Post: #13
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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 ENTER > = |
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