can the normal distribution be integrated?
One time I was writing a program for which I needed to plug in the area under the normal distribution. So I tried to "integrate" it to come up with an equation I could plug numbers into to get this area over certain intervals. But I couldn't integrate it. Not that I would be the one to find it, but is there such an equation? I suspect that Paul or Renaud could lead us toward the right tool. lEroy |
Re: can the normal distribution be integrated?
Very simple to do actually... excel can do it. Just use the 'normdist' or 'normsdist' function. |
Not exactly
But there are very simple and accurate approximations - see Numerical Recipes (available on the web). |
Numerical recipes urls (Re: Not exactly)
Numerical recipes site: http://www.nr.com/ Error function code: http://www.ulib.org/webRoot/Books/Nu...kcpdf/c6-2.pdf You need to make a change of variable to convert the error function into the normal distribution. |
thanks *NM*
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elroy
I find it really hard to believe that you do not know how to find how to integrate against a normal distribution. Elroy, for all of your talk do you know the definition of a probability density function? the integral from negative infinity to t of f(x) times e to the -x squared normalized by 2 pi. |
huh [img]/images/smile.gif[/img] *NM*
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