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}