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.
Attachments:
You must be
logged in to view attached files.