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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

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