MathGroup Archive 1999

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Cumulative distribution of Gauss


 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}



  • Prev by Date: Re: Position of Sign change in long list
  • Next by Date: Re: Position of Sign change in long list
  • Previous by thread: Cumulative distribution of Gauss
  • Next by thread: Re: Cumulative distribution of Gauss