Re: Cumulative distribution of Gauss
- To: mathgroup at smc.vnet.net
- Subject: [mg18746] Re: [mg18639] Cumulative distribution of Gauss
- From: "Tomas Garza" <tgarza at mail.internet.com.mx>
- Date: Sat, 17 Jul 1999 02:36:55 -0400
- Sender: owner-wri-mathgroup at wolfram.com
D. Sallier (sallier_daniel at wanadoo.fr) wrote:
> Is there any analytical expression of the cumulative distribution
> of Gauss ?
> If not, can someone provided me with a fast executing algorithm. I am
> currently using pre-tabulated data. It is fine but its ends up to
> be rather
> time consuming for highly iterative calculations.
Why not try the add-on Statistics package? It looks as if the algorithm for
Gauss cumulative distribution is fast enough. For example, I obtain 10,000
values in less than 5 seconds:
In[1]:=
Needs["Statistics`ContinuousDistributions`"]
In[2]:=
dist = NormalDistribution[0, 1]
Out[2]=
NormalDistribution[0, 1]
In[3]:=
Table[CDF[dist, Random[Real, {-3, 3}]], {10000}]; // Timing
Out[3]=
{4.89 Second, Null}