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#1
02-03-2002, 10:41 AM
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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
#2
02-03-2002, 03:39 PM
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Re: can the normal distribution be integrated?

Very simple to do actually... excel can do it. Just use the 'normdist' or 'normsdist' function.
#3
02-04-2002, 01:05 AM
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Not exactly

But there are very simple and accurate approximations - see Numerical Recipes (available on the web).
#4
02-04-2002, 01:37 AM
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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.
#5
02-04-2002, 09:06 AM
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thanks *NM*

#6
02-04-2002, 09:46 PM
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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.
#7
02-05-2002, 01:28 AM
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huh [img]/images/smile.gif[/img] *NM*

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