MathGroup Archive 1999

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

Search the Archive

Re: Cumulative distribution of Gauss

  • To: mathgroup at smc.vnet.net
  • Subject: [mg18734] Re: Cumulative distribution of Gauss
  • From: dreiss at earthlink.net (David Reiss)
  • Date: Sat, 17 Jul 1999 02:36:49 -0400
  • Organization: Scientific Arts
  • References: <7mjqqb$f2v@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

In article <7mjqqb$f2v at smc.vnet.net>, <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.
> 
> Thank you for assistance.
> 
> D. SALLIER
> 
> sallier_daniel at wanadoo.fr

The package Statistics`NormalDistribution` has the cumulative
(CDF) of a normal sidtribution (and the package 
Statistics`ContinuousDistributions` covers quite a few other 
distributions)


In[2]:=
Needs["Statistics`NormalDistribution`"]

In[3]:=
CDF[NormalDistribution[mu, sigma], x]

Out[3]=
1/2*(1 + Erf[(-mu + x)/(Sqrt[2]*sigma)])


--David

-- 

   
)------------------------------------( 
)        Scientific Arts:            (
) Creative Services and Consultation (
) for the Applied and Pure Sciences  (
)                                    (
)---------------------------------------
) http://www.scientificarts.com    
)                                    
) David Reiss                        
) Email: dreiss at !Spamscientificarts.com   
)---------------------------------------


  • Prev by Date: Re: Is there a FAQ? (Clear all)
  • Next by Date: Calling Mathematica function from a C program
  • Previous by thread: Re: Cumulative distribution of Gauss
  • Next by thread: Re: Cumulative distribution of Gauss