Mathematica 5.1 Cumulative Normal Definition
- To: mathgroup at smc.vnet.net
- Subject: [mg58043] Mathematica 5.1 Cumulative Normal Definition
- From: "Frank M" <frankm60606 at gmail.com>
- Date: Thu, 16 Jun 2005 07:26:48 -0400 (EDT)
- Reply-to: <frankm60606 at gmail.com>
- Sender: owner-wri-mathgroup at wolfram.com
(normalcdf[x_] := 1/2 Erf[x^2] + 1/2; ?[x_] := D[normalcdf[x1],x1] /. x1 -> x // ?[x] [ExponentialE]-(x^2/2)/Sqrt(2 ?) I am using this definition of the Cumulative Normal Function which produces a nice clean derivative. When I start using complicated functions the 1/2 from the definition makes for messy solutions. Can anyone suggest a better way to define the cumulative normal distribution? I am only interested in symbol derivatives of the distribution. Thanks. Frank