Dear all,
last week I posted a query about the evaluation of the cumulative distribution function of the N(0, 1) using Fortran.
All the messages I received have been useful, thank you. The list would be long and I do not report it here; in particular I have to thank Dr.Keith Briggs who pointed me out that in Numerical Recipies there is the function "erf(x)" (Chapter 6.2) that does the job (with the suitable change of variable).
thank you again
Stefano
-----Original Message-----
From: A UK-based worldwide e-mail broadcast system mailing list on behalf of Stefano Sofia
Sent: Thu 10/27/2005 12:00 PM
To: [log in to unmask]
Subject: Standard Normal Distribution Probability Density Function
Dear all,
sorry for recalling with words a mathematical function:
given a Standard Normal Distribution N(0, 1), the probability density function P(x) is the integral from minus infinity to x of N(0, 1).
This integral cannot be solved analitically, numerical tables are supplied instead.
I need a fortran code to do that, I cannot do it by hand. I looked in Numerical Recepies, without success. Could somebody help me in that?
Thank you for your attention
Stefano
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