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    admin
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    This function computes the area under the left hand side of a specified value (the z value) from a standard normal distribution density function curve.

    
    % normdist.m
    % @fullDisc: This function computes the area under the left hand side of a specified value (the z value) from a standard normal distribution density function curve. In plain English, it returns the probability of X that is smaller than a specific value.
    function x=normsdist(z)
      c1=2.506628;
      c2=0.3193815;
      c3=-0.3565638;
      c4=1.7814779;
      c5=-1.821256;
      c6=1.3302744;
      w=1;
      if z<0
        w= -1;
      end
      y=1/(1+0.2316419*w*z);
      x=0.5+w*(0.5-(exp(-z*z/2)/c1)*(y*(c2+y*(c3+y*(c4+y*(c5+y*c6))))));
    end
    
    • This topic was modified 10 years, 3 months ago by admin admin.
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